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 | 0,48% | 2,03 CHF | 2,04 CHF | 55 000 | 55 000 | 54 563 | 54 563 | 113 392 CHF | 113 937 CHF | 99,44% | 99,44% |
19/11/2024 | 0,47% | 2,11 CHF | 2,12 CHF | 54 000 | 54 000 | 54 323 | 54 323 | 114 409 CHF | 114 952 CHF | 100,00% | 100,00% |
18/11/2024 | 0,45% | 2,23 CHF | 2,24 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 117 484 CHF | 118 014 CHF | 99,88% | 99,88% |
15/11/2024 | 0,45% | 2,20 CHF | 2,21 CHF | 53 000 | 53 000 | 53 081 | 53 081 | 116 936 CHF | 117 467 CHF | 100,00% | 100,00% |
14/11/2024 | 0,47% | 2,16 CHF | 2,17 CHF | 54 000 | 54 000 | 53 972 | 53 972 | 115 786 CHF | 116 325 CHF | 98,60% | 98,60% |
13/11/2024 | 0,47% | 2,10 CHF | 2,11 CHF | 54 000 | 54 000 | 54 109 | 54 109 | 115 425 CHF | 115 966 CHF | 100,00% | 100,00% |
12/11/2024 | 0,46% | 2,12 CHF | 2,13 CHF | 54 000 | 54 000 | 53 498 | 53 498 | 116 737 CHF | 117 272 CHF | 99,88% | 99,88% |
11/11/2024 | 0,44% | 2,26 CHF | 2,27 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 119 087 CHF | 119 617 CHF | 100,00% | 100,00% |
08/11/2024 | 0,46% | 2,16 CHF | 2,17 CHF | 54 000 | 54 000 | 53 963 | 53 963 | 116 320 CHF | 116 860 CHF | 99,05% | 99,05% |
07/11/2024 | 0,45% | 2,16 CHF | 2,17 CHF | 54 000 | 54 000 | 52 874 | 52 874 | 117 468 CHF | 117 997 CHF | 100,00% | 100,00% |