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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,91% | 2,17 CHF | 2,19 CHF | 96 000 | 96 000 | 95 102 | 95 102 | 208 968 CHF | 210 870 CHF | 100,00% | 100,00% |
20/11/2024 | 0,94% | 2,13 CHF | 2,15 CHF | 96 000 | 96 000 | 96 276 | 96 276 | 204 881 CHF | 206 806 CHF | 100,00% | 100,00% |
19/11/2024 | 0,97% | 2,09 CHF | 2,11 CHF | 97 000 | 97 000 | 97 924 | 97 924 | 200 643 CHF | 202 601 CHF | 99,84% | 99,84% |
18/11/2024 | 0,97% | 2,05 CHF | 2,07 CHF | 98 000 | 98 000 | 97 902 | 97 902 | 201 027 CHF | 202 985 CHF | 100,00% | 100,00% |
15/11/2024 | 0,88% | 2,07 CHF | 2,09 CHF | 97 000 | 97 000 | 94 153 | 94 153 | 212 385 CHF | 214 268 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 2,52 CHF | 2,54 CHF | 90 000 | 90 000 | 89 816 | 89 816 | 225 836 CHF | 227 632 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 2,52 CHF | 2,54 CHF | 90 000 | 90 000 | 90 469 | 90 469 | 223 912 CHF | 225 721 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 2,55 CHF | 2,57 CHF | 89 000 | 89 000 | 89 469 | 89 469 | 227 076 CHF | 228 866 CHF | 99,86% | 99,86% |
11/11/2024 | 0,80% | 2,49 CHF | 2,51 CHF | 90 000 | 90 000 | 90 078 | 90 078 | 225 606 CHF | 227 408 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 2,45 CHF | 2,47 CHF | 91 000 | 91 000 | 91 382 | 91 382 | 221 311 CHF | 223 139 CHF | 98,88% | 98,88% |