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 | 0,49% | 2,13 CHF | 2,14 CHF | 76 500 | 76 500 | 75 354 | 75 354 | 152 683 CHF | 153 437 CHF | 100,00% | 100,00% |
19/11/2024 | 0,48% | 2,04 CHF | 2,05 CHF | 74 600 | 74 600 | 77 910 | 77 910 | 161 002 CHF | 161 781 CHF | 100,00% | 100,00% |
18/11/2024 | 0,51% | 1,95 CHF | 1,96 CHF | 80 100 | 80 100 | 82 694 | 82 694 | 160 905 CHF | 161 732 CHF | 100,00% | 100,00% |
15/11/2024 | 0,53% | 1,95 CHF | 1,96 CHF | 84 400 | 84 400 | 82 056 | 82 056 | 153 891 CHF | 154 712 CHF | 100,00% | 100,00% |
14/11/2024 | 0,52% | 1,88 CHF | 1,89 CHF | 80 500 | 80 500 | 80 982 | 80 982 | 156 637 CHF | 157 447 CHF | 99,91% | 99,91% |
13/11/2024 | 0,52% | 2,02 CHF | 2,03 CHF | 81 300 | 81 300 | 78 945 | 78 945 | 151 681 CHF | 152 470 CHF | 100,00% | 100,00% |
12/11/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 77 500 | 77 500 | 79 067 | 79 067 | 154 763 CHF | 155 554 CHF | 100,00% | 100,00% |
11/11/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 80 200 | 80 200 | 82 191 | 82 191 | 156 606 CHF | 157 428 CHF | 100,00% | 100,00% |
08/11/2024 | 0,54% | 1,89 CHF | 1,90 CHF | 83 500 | 83 500 | 87 419 | 87 419 | 161 246 CHF | 162 120 CHF | 100,00% | 100,00% |
07/11/2024 | 0,58% | 1,76 CHF | 1,77 CHF | 90 000 | 90 000 | 83 391 | 83 391 | 143 108 CHF | 143 942 CHF | 100,00% | 100,00% |