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 | 0,48% | 1,98 CHF | 1,99 CHF | 129 900 | 129 900 | 127 770 | 127 770 | 264 016 CHF | 265 294 CHF | 100,00% | 100,00% |
19/11/2024 | 0,49% | 2,04 CHF | 2,05 CHF | 114 500 | 114 500 | 114 534 | 114 534 | 234 082 CHF | 235 228 CHF | 99,28% | 99,28% |
18/11/2024 | 0,41% | 2,38 CHF | 2,39 CHF | 104 400 | 104 400 | 103 737 | 103 737 | 254 626 CHF | 255 663 CHF | 100,00% | 100,00% |
15/11/2024 | 0,38% | 2,59 CHF | 2,60 CHF | 101 300 | 101 300 | 100 760 | 100 760 | 261 990 CHF | 262 998 CHF | 100,00% | 100,00% |
14/11/2024 | 0,36% | 2,63 CHF | 2,64 CHF | 115 400 | 115 400 | 112 619 | 112 619 | 310 579 CHF | 311 705 CHF | 99,39% | 99,39% |
13/11/2024 | 0,46% | 2,15 CHF | 2,16 CHF | 124 400 | 124 400 | 123 390 | 123 390 | 265 486 CHF | 266 720 CHF | 100,00% | 100,00% |
12/11/2024 | 0,42% | 2,12 CHF | 2,13 CHF | 107 800 | 107 800 | 104 857 | 104 857 | 246 725 CHF | 247 774 CHF | 99,26% | 99,26% |
11/11/2024 | 0,38% | 2,59 CHF | 2,60 CHF | 106 900 | 106 900 | 106 459 | 106 459 | 277 261 CHF | 278 325 CHF | 100,00% | 100,00% |
08/11/2024 | 0,40% | 2,43 CHF | 2,44 CHF | 100 000 | 100 000 | 99 209 | 99 209 | 248 880 CHF | 249 872 CHF | 98,90% | 98,90% |
07/11/2024 | 0,38% | 2,74 CHF | 2,75 CHF | 102 500 | 102 500 | 103 715 | 103 715 | 271 597 CHF | 272 634 CHF | 100,00% | 100,00% |