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% | 2,19 CHF | 2,20 CHF | 75 000 | 75 000 | 74 371 | 74 371 | 164 224 CHF | 164 968 CHF | 100,00% | 100,00% |
19/11/2024 | 0,47% | 2,14 CHF | 2,15 CHF | 76 000 | 76 000 | 75 249 | 75 249 | 161 402 CHF | 162 156 CHF | 98,73% | 98,73% |
18/11/2024 | 0,50% | 2,15 CHF | 2,16 CHF | 76 000 | 76 000 | 76 910 | 76 910 | 156 433 CHF | 157 203 CHF | 100,00% | 100,00% |
15/11/2024 | 0,48% | 2,11 CHF | 2,12 CHF | 77 000 | 77 000 | 77 473 | 77 473 | 160 185 CHF | 160 960 CHF | 70,83% | 70,83% |
14/11/2024 | 0,47% | 2,13 CHF | 2,14 CHF | 76 000 | 76 000 | 75 595 | 75 595 | 161 127 CHF | 161 884 CHF | 100,00% | 100,00% |
13/11/2024 | 0,49% | 2,07 CHF | 2,08 CHF | 77 000 | 77 000 | 76 529 | 76 529 | 158 190 CHF | 158 956 CHF | 99,83% | 99,83% |
12/11/2024 | 0,48% | 2,04 CHF | 2,05 CHF | 78 000 | 78 000 | 76 354 | 76 354 | 159 546 CHF | 160 310 CHF | 100,00% | 100,00% |
11/11/2024 | 0,47% | 2,05 CHF | 2,06 CHF | 78 000 | 78 000 | 75 819 | 75 819 | 162 467 CHF | 163 226 CHF | 100,00% | 100,00% |
08/11/2024 | 0,44% | 2,23 CHF | 2,24 CHF | 76 000 | 76 000 | 74 451 | 74 451 | 170 977 CHF | 171 722 CHF | 100,00% | 100,00% |
07/11/2024 | 0,44% | 2,38 CHF | 2,39 CHF | 74 000 | 74 000 | 74 388 | 74 388 | 172 186 CHF | 172 931 CHF | 100,00% | 100,00% |