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% | 2,00 CHF | 2,01 CHF | 197 000 | 197 000 | 197 000 | 197 000 | 399 835 CHF | 401 805 CHF | 100,00% | 100,00% |
19/11/2024 | 0,51% | 1,94 CHF | 1,95 CHF | 197 600 | 197 600 | 197 600 | 197 600 | 385 218 CHF | 387 194 CHF | 100,00% | 100,00% |
18/11/2024 | 0,55% | 1,96 CHF | 1,97 CHF | 216 900 | 216 900 | 216 900 | 216 900 | 394 339 CHF | 396 508 CHF | 100,00% | 100,00% |
15/11/2024 | 0,53% | 1,92 CHF | 1,93 CHF | 201 300 | 201 300 | 201 300 | 201 300 | 375 967 CHF | 377 980 CHF | 100,00% | 100,00% |
14/11/2024 | 0,51% | 1,94 CHF | 1,95 CHF | 203 700 | 203 700 | 203 700 | 203 700 | 396 263 CHF | 398 300 CHF | 99,79% | 99,79% |
13/11/2024 | 0,53% | 1,87 CHF | 1,88 CHF | 206 300 | 206 300 | 206 300 | 206 300 | 385 228 CHF | 387 291 CHF | 100,00% | 100,00% |
12/11/2024 | 0,53% | 1,83 CHF | 1,84 CHF | 207 500 | 207 500 | 207 500 | 207 500 | 393 665 CHF | 395 740 CHF | 100,00% | 100,00% |
11/11/2024 | 0,51% | 1,85 CHF | 1,86 CHF | 186 100 | 186 100 | 186 100 | 186 100 | 367 605 CHF | 369 466 CHF | 100,00% | 100,00% |
08/11/2024 | 0,45% | 2,10 CHF | 2,11 CHF | 170 400 | 170 400 | 170 400 | 170 400 | 375 703 CHF | 377 407 CHF | 100,00% | 100,00% |
07/11/2024 | 0,45% | 2,33 CHF | 2,34 CHF | 175 200 | 175 200 | 175 200 | 175 200 | 390 979 CHF | 392 731 CHF | 100,00% | 100,00% |