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 | 0,42% | 2,38 CHF | 2,39 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 126 900 CHF | 127 430 CHF | 100,00% | 100,00% |
19/11/2024 | 0,41% | 2,38 CHF | 2,39 CHF | 53 000 | 53 000 | 52 377 | 52 377 | 128 102 CHF | 128 626 CHF | 99,90% | 99,90% |
18/11/2024 | 0,42% | 2,50 CHF | 2,51 CHF | 52 000 | 52 000 | 52 843 | 52 843 | 126 337 CHF | 126 865 CHF | 100,00% | 100,00% |
15/11/2024 | 0,42% | 2,33 CHF | 2,34 CHF | 53 000 | 53 000 | 53 066 | 53 066 | 126 592 CHF | 127 123 CHF | 100,00% | 100,00% |
14/11/2024 | 0,41% | 2,50 CHF | 2,51 CHF | 52 000 | 52 000 | 52 697 | 52 697 | 128 768 CHF | 129 295 CHF | 100,00% | 100,00% |
13/11/2024 | 0,43% | 2,59 CHF | 2,60 CHF | 52 000 | 52 000 | 53 300 | 53 300 | 124 751 CHF | 125 284 CHF | 100,00% | 100,00% |
12/11/2024 | 0,35% | 2,57 CHF | 2,58 CHF | 52 000 | 52 000 | 49 992 | 49 992 | 143 969 CHF | 144 469 CHF | 99,78% | 99,78% |
11/11/2024 | 0,33% | 3,03 CHF | 3,04 CHF | 49 000 | 49 000 | 49 000 | 49 000 | 148 606 CHF | 149 096 CHF | 100,00% | 100,00% |
08/11/2024 | 0,34% | 2,94 CHF | 2,95 CHF | 49 000 | 49 000 | 49 781 | 49 781 | 145 156 CHF | 145 654 CHF | 98,95% | 98,95% |
07/11/2024 | 0,34% | 2,93 CHF | 2,94 CHF | 50 000 | 50 000 | 49 122 | 49 122 | 144 990 CHF | 145 481 CHF | 100,00% | 100,00% |