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 | 0,88% | 2,26 CHF | 2,28 CHF | 96 000 | 96 000 | 96 275 | 96 275 | 217 352 CHF | 219 278 CHF | 100,00% | 100,00% |
19/11/2024 | 0,91% | 2,22 CHF | 2,24 CHF | 97 000 | 97 000 | 97 924 | 97 924 | 213 321 CHF | 215 279 CHF | 99,91% | 99,91% |
18/11/2024 | 0,91% | 2,18 CHF | 2,20 CHF | 98 000 | 98 000 | 97 903 | 97 903 | 213 689 CHF | 215 647 CHF | 100,00% | 100,00% |
15/11/2024 | 0,84% | 2,20 CHF | 2,22 CHF | 97 000 | 97 000 | 94 152 | 94 152 | 224 559 CHF | 226 442 CHF | 100,00% | 100,00% |
14/11/2024 | 0,75% | 2,65 CHF | 2,67 CHF | 90 000 | 90 000 | 89 816 | 89 816 | 237 447 CHF | 239 243 CHF | 100,00% | 100,00% |
13/11/2024 | 0,77% | 2,65 CHF | 2,67 CHF | 90 000 | 90 000 | 90 469 | 90 469 | 235 607 CHF | 237 417 CHF | 100,00% | 100,00% |
12/11/2024 | 0,75% | 2,68 CHF | 2,70 CHF | 89 000 | 89 000 | 89 469 | 89 469 | 238 637 CHF | 240 427 CHF | 99,92% | 99,92% |
11/11/2024 | 0,76% | 2,62 CHF | 2,64 CHF | 90 000 | 90 000 | 90 078 | 90 078 | 237 264 CHF | 239 066 CHF | 100,00% | 100,00% |
08/11/2024 | 0,78% | 2,58 CHF | 2,60 CHF | 91 000 | 91 000 | 91 382 | 91 382 | 233 109 CHF | 234 937 CHF | 98,96% | 98,96% |
07/11/2024 | 0,79% | 2,56 CHF | 2,58 CHF | 91 000 | 91 000 | 91 896 | 91 896 | 231 232 CHF | 233 070 CHF | 100,00% | 100,00% |