Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,51% | 1,98 CHF | 1,99 CHF | 80 000 | 80 000 | 79 249 | 79 249 | 156 892 CHF | 157 686 CHF | 100,00% | 100,00% |
19/11/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 80 000 | 80 000 | 79 241 | 79 241 | 155 694 CHF | 156 487 CHF | 98,89% | 98,89% |
18/11/2024 | 0,53% | 1,93 CHF | 1,94 CHF | 80 000 | 80 000 | 79 251 | 79 251 | 151 926 CHF | 152 720 CHF | 100,00% | 100,00% |
15/11/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 154 672 CHF | 155 472 CHF | 72,16% | 72,16% |
14/11/2024 | 0,51% | 1,95 CHF | 1,96 CHF | 80 000 | 80 000 | 79 249 | 79 249 | 156 141 CHF | 156 934 CHF | 100,00% | 100,00% |
13/11/2024 | 0,50% | 2,00 CHF | 2,01 CHF | 80 000 | 80 000 | 79 247 | 79 247 | 158 896 CHF | 159 689 CHF | 99,81% | 99,81% |
12/11/2024 | 0,50% | 2,02 CHF | 2,03 CHF | 80 000 | 80 000 | 79 254 | 79 247 | 159 123 CHF | 159 902 CHF | 100,00% | 100,00% |
11/11/2024 | 0,51% | 1,96 CHF | 1,97 CHF | 80 000 | 80 000 | 79 251 | 79 251 | 155 342 CHF | 156 136 CHF | 100,00% | 100,00% |
08/11/2024 | 0,52% | 1,98 CHF | 1,99 CHF | 80 000 | 80 000 | 79 251 | 79 251 | 154 493 CHF | 155 286 CHF | 100,00% | 100,00% |
07/11/2024 | 0,55% | 1,83 CHF | 1,84 CHF | 80 000 | 80 000 | 79 251 | 79 251 | 145 619 CHF | 146 412 CHF | 100,00% | 100,00% |