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 | 0,44% | 2,22 CHF | 2,23 CHF | 83 000 | 83 000 | 82 986 | 82 986 | 188 230 CHF | 189 060 CHF | 100,00% | 100,00% |
19/11/2024 | 0,45% | 2,23 CHF | 2,24 CHF | 83 000 | 83 000 | 83 001 | 83 001 | 185 424 CHF | 186 254 CHF | 100,00% | 100,00% |
18/11/2024 | 0,43% | 2,34 CHF | 2,35 CHF | 81 000 | 81 000 | 81 960 | 81 960 | 190 131 CHF | 190 951 CHF | 100,00% | 100,00% |
15/11/2024 | 0,43% | 2,31 CHF | 2,32 CHF | 83 000 | 83 000 | 81 347 | 81 347 | 190 786 CHF | 191 600 CHF | 100,00% | 100,00% |
14/11/2024 | 0,44% | 2,34 CHF | 2,35 CHF | 81 000 | 81 000 | 82 587 | 82 587 | 187 787 CHF | 188 613 CHF | 100,00% | 100,00% |
13/11/2024 | 0,46% | 2,19 CHF | 2,20 CHF | 83 000 | 83 000 | 83 754 | 83 754 | 181 227 CHF | 182 065 CHF | 100,00% | 100,00% |
12/11/2024 | 0,45% | 2,10 CHF | 2,11 CHF | 84 000 | 84 000 | 83 164 | 83 164 | 182 830 CHF | 183 661 CHF | 99,85% | 99,85% |
11/11/2024 | 0,42% | 2,34 CHF | 2,35 CHF | 81 000 | 81 000 | 81 069 | 81 069 | 190 946 CHF | 191 757 CHF | 99,66% | 99,66% |
08/11/2024 | 0,44% | 2,30 CHF | 2,31 CHF | 83 000 | 83 000 | 79 157 | 79 157 | 188 573 CHF | 189 385 CHF | 98,77% | 98,77% |
07/11/2024 | 0,37% | 2,70 CHF | 2,71 CHF | 77 000 | 77 000 | 77 267 | 77 267 | 209 016 CHF | 209 789 CHF | 100,00% | 100,00% |