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 | 0,51% | 2,01 CHF | 2,02 CHF | 77 000 | 77 000 | 34 914 | 34 914 | 69 494 CHF | 69 844 CHF | 99,33% | 99,33% |
19/11/2024 | 0,53% | 1,93 CHF | 1,94 CHF | 79 000 | 79 000 | 35 398 | 35 398 | 67 982 CHF | 68 338 CHF | 100,00% | 100,00% |
18/11/2024 | 0,54% | 1,92 CHF | 1,93 CHF | 79 000 | 79 000 | 35 390 | 35 390 | 67 118 CHF | 67 473 CHF | 99,78% | 99,78% |
15/11/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 78 000 | 78 000 | 35 229 | 35 229 | 68 427 CHF | 68 780 CHF | 99,90% | 99,90% |
14/11/2024 | 0,51% | 1,93 CHF | 1,94 CHF | 78 000 | 78 000 | 35 066 | 35 066 | 69 198 CHF | 69 549 CHF | 98,53% | 98,53% |
13/11/2024 | 0,51% | 2,00 CHF | 2,01 CHF | 78 000 | 78 000 | 35 242 | 35 242 | 69 902 CHF | 70 255 CHF | 100,00% | 100,00% |
12/11/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 78 000 | 78 000 | 34 999 | 34 999 | 69 845 CHF | 70 195 CHF | 99,88% | 99,88% |
11/11/2024 | 0,50% | 2,03 CHF | 2,04 CHF | 77 000 | 77 000 | 34 746 | 34 746 | 70 534 CHF | 70 882 CHF | 99,90% | 99,90% |
08/11/2024 | 0,51% | 2,04 CHF | 2,05 CHF | 77 000 | 77 000 | 35 022 | 35 022 | 70 603 CHF | 70 954 CHF | 99,05% | 99,05% |
07/11/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 78 000 | 78 000 | 34 958 | 34 958 | 70 053 CHF | 70 404 CHF | 99,90% | 99,90% |