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 | 0,93% | 2,19 CHF | 2,21 CHF | 48 200 | 48 200 | 48 108 | 48 108 | 102 748 CHF | 103 710 CHF | 100,00% | 100,00% |
19/11/2024 | 0,54% | 2,17 CHF | 2,18 CHF | 56 800 | 56 800 | 56 675 | 56 675 | 120 177 CHF | 120 815 CHF | 100,00% | 100,00% |
18/11/2024 | 1,09% | 1,80 CHF | 1,82 CHF | 51 400 | 51 400 | 51 400 | 51 400 | 94 005 CHF | 95 033 CHF | 100,00% | 100,00% |
15/11/2024 | 0,53% | 1,97 CHF | 1,98 CHF | 59 300 | 59 300 | 58 737 | 58 737 | 110 075 CHF | 110 662 CHF | 100,00% | 100,00% |
14/11/2024 | 1,10% | 1,73 CHF | 1,75 CHF | 51 300 | 51 300 | 51 693 | 51 693 | 94 163 CHF | 95 197 CHF | 100,00% | 100,00% |
13/11/2024 | 1,01% | 1,98 CHF | 2,00 CHF | 54 100 | 54 100 | 53 867 | 53 867 | 105 879 CHF | 106 956 CHF | 100,00% | 100,00% |
12/11/2024 | 0,53% | 1,94 CHF | 1,95 CHF | 59 900 | 59 900 | 59 900 | 59 900 | 113 091 CHF | 113 690 CHF | 99,85% | 99,85% |
11/11/2024 | 0,60% | 1,73 CHF | 1,74 CHF | 59 000 | 59 000 | 58 571 | 58 571 | 97 726 CHF | 98 312 CHF | 99,66% | 99,66% |
08/11/2024 | 0,59% | 1,72 CHF | 1,73 CHF | 62 200 | 62 200 | 62 013 | 62 013 | 104 842 CHF | 105 462 CHF | 98,72% | 98,72% |
07/11/2024 | 0,63% | 1,63 CHF | 1,64 CHF | 60 900 | 60 900 | 60 900 | 60 900 | 96 753 CHF | 97 362 CHF | 100,00% | 100,00% |