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 | 0,50% | 1,98 CHF | 1,99 CHF | 40 500 | 40 500 | 39 842 | 39 842 | 80 575 CHF | 80 973 CHF | 100,00% | 100,00% |
19/11/2024 | 0,50% | 2,00 CHF | 2,01 CHF | 40 400 | 40 400 | 39 952 | 39 952 | 80 072 CHF | 80 472 CHF | 98,90% | 98,90% |
18/11/2024 | 0,49% | 2,06 CHF | 2,07 CHF | 40 000 | 40 000 | 39 680 | 39 680 | 81 454 CHF | 81 852 CHF | 100,00% | 100,00% |
15/11/2024 | 0,47% | 2,09 CHF | 2,10 CHF | 39 800 | 39 800 | 39 626 | 39 626 | 83 860 CHF | 84 256 CHF | 71,86% | 71,86% |
14/11/2024 | 0,47% | 2,15 CHF | 2,16 CHF | 39 400 | 39 400 | 39 110 | 39 110 | 83 145 CHF | 83 536 CHF | 100,00% | 100,00% |
13/11/2024 | 0,47% | 2,12 CHF | 2,13 CHF | 39 500 | 39 500 | 39 101 | 39 101 | 83 259 CHF | 83 650 CHF | 99,38% | 99,38% |
12/11/2024 | 0,45% | 2,16 CHF | 2,17 CHF | 39 100 | 39 100 | 38 244 | 38 244 | 85 328 CHF | 85 711 CHF | 100,00% | 100,00% |
11/11/2024 | 0,44% | 2,29 CHF | 2,30 CHF | 38 200 | 38 200 | 37 840 | 37 840 | 86 717 CHF | 87 096 CHF | 100,00% | 100,00% |
08/11/2024 | 0,45% | 2,20 CHF | 2,21 CHF | 39 000 | 39 000 | 38 454 | 38 454 | 85 470 CHF | 85 854 CHF | 100,00% | 100,00% |
07/11/2024 | 0,44% | 2,32 CHF | 2,33 CHF | 38 200 | 38 200 | 38 088 | 38 088 | 87 177 CHF | 87 558 CHF | 100,00% | 100,00% |