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 | 0,95% | 2,09 CHF | 2,11 CHF | 39 000 | 39 000 | 39 000 | 39 000 | 81 684 CHF | 82 464 CHF | 100,00% | 100,00% |
19/11/2024 | 0,94% | 2,10 CHF | 2,12 CHF | 39 000 | 39 000 | 39 011 | 39 011 | 83 012 CHF | 83 792 CHF | 100,00% | 100,00% |
18/11/2024 | 0,89% | 2,21 CHF | 2,23 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 89 238 CHF | 90 038 CHF | 100,00% | 100,00% |
15/11/2024 | 0,89% | 2,27 CHF | 2,29 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 89 867 CHF | 90 667 CHF | 100,00% | 100,00% |
14/11/2024 | 0,93% | 2,12 CHF | 2,14 CHF | 39 000 | 39 000 | 39 008 | 39 008 | 83 639 CHF | 84 419 CHF | 100,00% | 100,00% |
13/11/2024 | 2,46% | 2,18 CHF | 2,20 CHF | 40 000 | 40 000 | 19 791 | 19 791 | 42 884 CHF | 43 731 CHF | 100,00% | 100,00% |
12/11/2024 | 0,99% | 2,04 CHF | 2,06 CHF | 39 000 | 39 000 | 38 998 | 38 998 | 78 196 CHF | 78 976 CHF | 100,00% | 100,00% |
11/11/2024 | 1,04% | 1,92 CHF | 1,94 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 72 524 CHF | 73 284 CHF | 100,00% | 100,00% |
08/11/2024 | 0,99% | 2,03 CHF | 2,05 CHF | 39 000 | 39 000 | 38 846 | 38 846 | 78 169 CHF | 78 946 CHF | 99,18% | 99,18% |
07/11/2024 | 1,00% | 2,02 CHF | 2,04 CHF | 39 000 | 39 000 | 38 631 | 38 631 | 76 736 CHF | 77 509 CHF | 100,00% | 100,00% |