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 | 0,88% | 2,26 CHF | 2,28 CHF | 96 000 | 96 000 | 96 275 | 96 275 | 217 221 CHF | 219 147 CHF | 100,00% | 100,00% |
19/11/2024 | 0,85% | 2,30 CHF | 2,32 CHF | 97 000 | 97 000 | 97 924 | 97 924 | 228 742 CHF | 230 700 CHF | 99,87% | 99,87% |
18/11/2024 | 0,85% | 2,33 CHF | 2,35 CHF | 98 000 | 98 000 | 97 902 | 97 902 | 228 439 CHF | 230 398 CHF | 100,00% | 100,00% |
15/11/2024 | 0,93% | 2,32 CHF | 2,34 CHF | 97 000 | 97 000 | 94 153 | 94 153 | 201 129 CHF | 203 012 CHF | 100,00% | 100,00% |
14/11/2024 | 1,06% | 1,87 CHF | 1,89 CHF | 90 000 | 90 000 | 89 816 | 89 816 | 168 897 CHF | 170 693 CHF | 100,00% | 100,00% |
13/11/2024 | 1,04% | 1,88 CHF | 1,90 CHF | 90 000 | 90 000 | 90 469 | 90 469 | 173 743 CHF | 175 553 CHF | 100,00% | 100,00% |
12/11/2024 | 1,07% | 1,85 CHF | 1,87 CHF | 89 000 | 89 000 | 89 469 | 89 469 | 166 396 CHF | 168 186 CHF | 99,89% | 99,89% |
11/11/2024 | 1,05% | 1,91 CHF | 1,93 CHF | 90 000 | 90 000 | 90 078 | 90 078 | 170 588 CHF | 172 389 CHF | 100,00% | 100,00% |
08/11/2024 | 1,01% | 1,95 CHF | 1,97 CHF | 91 000 | 91 000 | 91 382 | 91 382 | 180 919 CHF | 182 747 CHF | 98,92% | 98,92% |
07/11/2024 | 0,99% | 1,97 CHF | 1,99 CHF | 91 000 | 91 000 | 91 897 | 91 897 | 185 182 CHF | 187 020 CHF | 100,00% | 100,00% |