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 | 0,43% | 2,30 CHF | 2,31 CHF | 83 000 | 83 000 | 82 986 | 82 986 | 194 779 CHF | 195 609 CHF | 100,00% | 100,00% |
19/11/2024 | 0,43% | 2,31 CHF | 2,32 CHF | 83 000 | 83 000 | 83 001 | 83 001 | 191 952 CHF | 192 782 CHF | 100,00% | 100,00% |
18/11/2024 | 0,42% | 2,42 CHF | 2,43 CHF | 81 000 | 81 000 | 81 960 | 81 960 | 196 634 CHF | 197 453 CHF | 100,00% | 100,00% |
15/11/2024 | 0,41% | 2,38 CHF | 2,39 CHF | 83 000 | 83 000 | 81 347 | 81 347 | 197 256 CHF | 198 070 CHF | 100,00% | 100,00% |
14/11/2024 | 0,42% | 2,42 CHF | 2,43 CHF | 81 000 | 81 000 | 82 587 | 82 587 | 194 338 CHF | 195 164 CHF | 100,00% | 100,00% |
13/11/2024 | 0,45% | 2,27 CHF | 2,28 CHF | 83 000 | 83 000 | 83 753 | 83 753 | 187 793 CHF | 188 630 CHF | 100,00% | 100,00% |
12/11/2024 | 0,44% | 2,18 CHF | 2,19 CHF | 84 000 | 84 000 | 83 164 | 83 164 | 189 324 CHF | 190 155 CHF | 99,86% | 99,86% |
11/11/2024 | 0,41% | 2,42 CHF | 2,43 CHF | 81 000 | 81 000 | 81 068 | 81 068 | 197 356 CHF | 198 167 CHF | 99,71% | 99,71% |
08/11/2024 | 0,43% | 2,38 CHF | 2,39 CHF | 83 000 | 83 000 | 79 192 | 79 192 | 194 909 CHF | 195 721 CHF | 100,00% | 100,00% |
07/11/2024 | 0,36% | 2,78 CHF | 2,79 CHF | 77 000 | 77 000 | 77 268 | 77 268 | 215 274 CHF | 216 046 CHF | 100,00% | 100,00% |