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 | 0,78% | 2,54 CHF | 2,56 CHF | 96 000 | 96 000 | 96 275 | 96 275 | 245 154 CHF | 247 079 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 2,50 CHF | 2,52 CHF | 97 000 | 97 000 | 97 924 | 97 924 | 241 535 CHF | 243 494 CHF | 99,89% | 99,89% |
18/11/2024 | 0,81% | 2,47 CHF | 2,49 CHF | 98 000 | 98 000 | 97 902 | 97 902 | 241 889 CHF | 243 847 CHF | 100,00% | 100,00% |
15/11/2024 | 0,75% | 2,49 CHF | 2,51 CHF | 97 000 | 97 000 | 94 153 | 94 153 | 251 874 CHF | 253 757 CHF | 100,00% | 100,00% |
14/11/2024 | 0,68% | 2,95 CHF | 2,97 CHF | 90 000 | 90 000 | 89 816 | 89 816 | 263 789 CHF | 265 585 CHF | 100,00% | 100,00% |
13/11/2024 | 0,69% | 2,94 CHF | 2,96 CHF | 90 000 | 90 000 | 90 469 | 90 469 | 262 110 CHF | 263 919 CHF | 100,00% | 100,00% |
12/11/2024 | 0,67% | 2,97 CHF | 2,99 CHF | 89 000 | 89 000 | 89 469 | 89 469 | 264 863 CHF | 266 652 CHF | 99,93% | 99,93% |
11/11/2024 | 0,68% | 2,91 CHF | 2,93 CHF | 90 000 | 90 000 | 90 079 | 90 079 | 263 663 CHF | 265 465 CHF | 100,00% | 100,00% |
08/11/2024 | 0,70% | 2,87 CHF | 2,89 CHF | 91 000 | 91 000 | 91 382 | 91 382 | 259 795 CHF | 261 622 CHF | 98,94% | 98,94% |
07/11/2024 | 0,71% | 2,85 CHF | 2,87 CHF | 91 000 | 91 000 | 91 897 | 91 897 | 258 050 CHF | 259 888 CHF | 100,00% | 100,00% |