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 | 0,46% | 2,13 CHF | 2,14 CHF | 136 000 | 100 000 | 134 050 | 99 093 | 296 642 CHF | 220 292 CHF | 100,00% | 100,00% |
19/11/2024 | 0,48% | 2,11 CHF | 2,12 CHF | 128 000 | 100 000 | 126 646 | 99 088 | 268 110 CHF | 210 778 CHF | 100,00% | 100,00% |
18/11/2024 | 0,45% | 2,29 CHF | 2,30 CHF | 128 000 | 100 000 | 126 797 | 99 090 | 285 959 CHF | 224 463 CHF | 100,00% | 100,00% |
15/11/2024 | 0,42% | 2,26 CHF | 2,27 CHF | 116 000 | 100 000 | 115 643 | 100 000 | 272 189 CHF | 236 384 CHF | 83,22% | 83,22% |
14/11/2024 | 0,41% | 2,57 CHF | 2,58 CHF | 120 000 | 100 000 | 119 140 | 99 083 | 293 607 CHF | 245 192 CHF | 100,00% | 100,00% |
13/11/2024 | 0,42% | 2,40 CHF | 2,41 CHF | 120 000 | 100 000 | 118 904 | 99 076 | 282 896 CHF | 236 714 CHF | 99,05% | 99,05% |
12/11/2024 | 0,39% | 2,42 CHF | 2,43 CHF | 106 000 | 100 000 | 104 138 | 99 067 | 269 932 CHF | 257 793 CHF | 100,00% | 100,00% |
11/11/2024 | 0,36% | 2,82 CHF | 2,83 CHF | 111 000 | 100 000 | 109 368 | 99 079 | 310 631 CHF | 282 404 CHF | 100,00% | 100,00% |
08/11/2024 | 0,38% | 2,63 CHF | 2,64 CHF | 104 000 | 100 000 | 102 814 | 99 065 | 275 509 CHF | 266 473 CHF | 100,00% | 100,00% |
07/11/2024 | 0,35% | 2,88 CHF | 2,89 CHF | 107 000 | 100 000 | 106 021 | 99 067 | 308 626 CHF | 289 376 CHF | 100,00% | 100,00% |