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 | 0,84% | 2,36 CHF | 2,38 CHF | 96 000 | 96 000 | 96 276 | 96 276 | 227 713 CHF | 229 639 CHF | 100,00% | 100,00% |
19/11/2024 | 0,87% | 2,32 CHF | 2,34 CHF | 97 000 | 97 000 | 97 924 | 97 924 | 223 870 CHF | 225 829 CHF | 99,85% | 99,85% |
18/11/2024 | 0,87% | 2,29 CHF | 2,31 CHF | 98 000 | 98 000 | 97 902 | 97 902 | 224 214 CHF | 226 172 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 2,31 CHF | 2,33 CHF | 97 000 | 97 000 | 94 153 | 94 153 | 234 629 CHF | 236 512 CHF | 100,00% | 100,00% |
14/11/2024 | 0,72% | 2,76 CHF | 2,78 CHF | 90 000 | 90 000 | 89 816 | 89 816 | 247 056 CHF | 248 853 CHF | 100,00% | 100,00% |
13/11/2024 | 0,73% | 2,75 CHF | 2,77 CHF | 90 000 | 90 000 | 90 469 | 90 469 | 245 322 CHF | 247 131 CHF | 100,00% | 100,00% |
12/11/2024 | 0,72% | 2,79 CHF | 2,81 CHF | 89 000 | 89 000 | 89 469 | 89 469 | 248 194 CHF | 249 984 CHF | 99,87% | 99,87% |
11/11/2024 | 0,73% | 2,73 CHF | 2,75 CHF | 90 000 | 90 000 | 90 078 | 90 078 | 246 969 CHF | 248 770 CHF | 100,00% | 100,00% |
08/11/2024 | 0,75% | 2,68 CHF | 2,70 CHF | 91 000 | 91 000 | 91 381 | 91 381 | 242 925 CHF | 244 753 CHF | 98,88% | 98,88% |
07/11/2024 | 0,76% | 2,67 CHF | 2,69 CHF | 91 000 | 91 000 | 91 896 | 91 896 | 241 098 CHF | 242 936 CHF | 100,00% | 100,00% |