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 | 0,84% | 2,39 CHF | 2,41 CHF | 96 000 | 96 000 | 96 275 | 96 275 | 229 570 CHF | 231 496 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 2,43 CHF | 2,45 CHF | 97 000 | 97 000 | 97 924 | 97 924 | 241 272 CHF | 243 230 CHF | 99,90% | 99,90% |
18/11/2024 | 0,81% | 2,46 CHF | 2,48 CHF | 98 000 | 98 000 | 97 904 | 97 904 | 240 913 CHF | 242 872 CHF | 100,00% | 100,00% |
15/11/2024 | 0,88% | 2,45 CHF | 2,47 CHF | 97 000 | 97 000 | 94 153 | 94 153 | 213 237 CHF | 215 120 CHF | 100,00% | 100,00% |
14/11/2024 | 0,99% | 2,00 CHF | 2,02 CHF | 90 000 | 90 000 | 89 816 | 89 816 | 180 563 CHF | 182 359 CHF | 100,00% | 100,00% |
13/11/2024 | 0,97% | 2,01 CHF | 2,03 CHF | 90 000 | 90 000 | 90 469 | 90 469 | 185 475 CHF | 187 285 CHF | 100,00% | 100,00% |
12/11/2024 | 1,00% | 1,98 CHF | 2,00 CHF | 89 000 | 89 000 | 89 469 | 89 469 | 178 024 CHF | 179 813 CHF | 99,91% | 99,91% |
11/11/2024 | 0,98% | 2,04 CHF | 2,06 CHF | 90 000 | 90 000 | 90 078 | 90 078 | 182 286 CHF | 184 087 CHF | 100,00% | 100,00% |
08/11/2024 | 0,94% | 2,08 CHF | 2,10 CHF | 91 000 | 91 000 | 91 382 | 91 382 | 192 734 CHF | 194 562 CHF | 98,97% | 98,97% |
07/11/2024 | 0,93% | 2,10 CHF | 2,12 CHF | 91 000 | 91 000 | 91 897 | 91 897 | 197 084 CHF | 198 922 CHF | 100,00% | 100,00% |