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 | 0,98% | 2,02 CHF | 2,04 CHF | 96 000 | 96 000 | 96 275 | 96 275 | 194 651 CHF | 196 577 CHF | 100,00% | 100,00% |
19/11/2024 | 0,95% | 2,06 CHF | 2,08 CHF | 97 000 | 97 000 | 97 924 | 97 924 | 205 740 CHF | 207 699 CHF | 99,91% | 99,91% |
18/11/2024 | 0,95% | 2,10 CHF | 2,12 CHF | 98 000 | 98 000 | 97 902 | 97 902 | 205 403 CHF | 207 361 CHF | 100,00% | 100,00% |
15/11/2024 | 1,05% | 2,08 CHF | 2,10 CHF | 97 000 | 97 000 | 94 153 | 94 153 | 179 020 CHF | 180 903 CHF | 100,00% | 100,00% |
14/11/2024 | 1,21% | 1,64 CHF | 1,66 CHF | 90 000 | 90 000 | 89 816 | 89 816 | 147 961 CHF | 149 758 CHF | 100,00% | 100,00% |
13/11/2024 | 1,18% | 1,64 CHF | 1,66 CHF | 90 000 | 90 000 | 90 469 | 90 469 | 152 644 CHF | 154 453 CHF | 100,00% | 100,00% |
12/11/2024 | 1,22% | 1,61 CHF | 1,63 CHF | 89 000 | 89 000 | 89 469 | 89 469 | 145 536 CHF | 147 325 CHF | 99,92% | 99,92% |
11/11/2024 | 1,20% | 1,67 CHF | 1,69 CHF | 90 000 | 90 000 | 90 078 | 90 078 | 149 498 CHF | 151 300 CHF | 100,00% | 100,00% |
08/11/2024 | 1,14% | 1,72 CHF | 1,74 CHF | 91 000 | 91 000 | 91 382 | 91 382 | 159 520 CHF | 161 347 CHF | 98,96% | 98,96% |
07/11/2024 | 1,12% | 1,74 CHF | 1,76 CHF | 91 000 | 91 000 | 91 897 | 91 897 | 163 623 CHF | 165 461 CHF | 100,00% | 100,00% |