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 | 0,49% | 1,98 CHF | 1,99 CHF | 83 000 | 83 000 | 82 986 | 82 986 | 168 408 CHF | 169 238 CHF | 100,00% | 100,00% |
19/11/2024 | 0,50% | 1,99 CHF | 2,00 CHF | 83 000 | 83 000 | 83 015 | 83 015 | 165 714 CHF | 166 545 CHF | 100,00% | 100,00% |
18/11/2024 | 0,48% | 2,11 CHF | 2,12 CHF | 81 000 | 81 000 | 81 960 | 81 960 | 170 557 CHF | 171 377 CHF | 100,00% | 100,00% |
15/11/2024 | 0,47% | 2,07 CHF | 2,08 CHF | 83 000 | 83 000 | 81 347 | 81 347 | 171 398 CHF | 172 211 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 2,10 CHF | 2,11 CHF | 81 000 | 81 000 | 82 676 | 82 676 | 168 321 CHF | 169 148 CHF | 100,00% | 100,00% |
13/11/2024 | 0,52% | 1,96 CHF | 1,97 CHF | 83 000 | 83 000 | 84 509 | 84 509 | 162 803 CHF | 163 648 CHF | 100,00% | 100,00% |
12/11/2024 | 0,51% | 1,86 CHF | 1,87 CHF | 85 000 | 85 000 | 83 328 | 83 328 | 163 377 CHF | 164 210 CHF | 99,85% | 99,85% |
11/11/2024 | 0,47% | 2,10 CHF | 2,11 CHF | 81 000 | 81 000 | 81 069 | 81 069 | 171 574 CHF | 172 384 CHF | 99,67% | 99,67% |
08/11/2024 | 0,49% | 2,07 CHF | 2,08 CHF | 83 000 | 83 000 | 79 157 | 79 157 | 169 695 CHF | 170 507 CHF | 98,78% | 98,78% |
07/11/2024 | 0,41% | 2,46 CHF | 2,47 CHF | 77 000 | 77 000 | 77 268 | 77 268 | 190 454 CHF | 191 227 CHF | 100,00% | 100,00% |