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 | 0,42% | 2,44 CHF | 2,45 CHF | 57 200 | 57 200 | 56 097 | 56 097 | 134 429 CHF | 134 990 CHF | 100,00% | 100,00% |
19/11/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 59 600 | 59 600 | 59 311 | 59 311 | 141 672 CHF | 142 265 CHF | 100,00% | 100,00% |
18/11/2024 | 0,44% | 2,23 CHF | 2,24 CHF | 58 900 | 58 900 | 58 541 | 58 541 | 131 521 CHF | 132 106 CHF | 100,00% | 100,00% |
15/11/2024 | 0,45% | 2,20 CHF | 2,21 CHF | 55 700 | 55 700 | 55 636 | 55 636 | 122 540 CHF | 123 096 CHF | 100,00% | 100,00% |
14/11/2024 | 0,42% | 2,28 CHF | 2,29 CHF | 51 700 | 51 700 | 51 859 | 51 859 | 123 038 CHF | 123 556 CHF | 99,35% | 99,35% |
13/11/2024 | 0,41% | 2,54 CHF | 2,55 CHF | 60 000 | 60 000 | 58 733 | 58 733 | 142 229 CHF | 142 816 CHF | 100,00% | 100,00% |
12/11/2024 | 0,45% | 2,30 CHF | 2,31 CHF | 60 400 | 60 400 | 59 417 | 59 417 | 131 240 CHF | 131 834 CHF | 100,00% | 100,00% |
11/11/2024 | 0,45% | 2,15 CHF | 2,16 CHF | 58 100 | 58 100 | 57 990 | 57 990 | 127 483 CHF | 128 063 CHF | 99,93% | 99,93% |
08/11/2024 | 0,45% | 2,29 CHF | 2,30 CHF | 64 800 | 64 800 | 63 741 | 63 741 | 142 643 CHF | 143 280 CHF | 100,00% | 100,00% |
07/11/2024 | 0,50% | 2,00 CHF | 2,01 CHF | 56 500 | 56 500 | 56 320 | 56 320 | 111 786 CHF | 112 349 CHF | 100,00% | 100,00% |