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 | 0,46% | 2,12 CHF | 2,13 CHF | 94 000 | 94 000 | 93 115 | 93 115 | 200 271 CHF | 201 202 CHF | 100,00% | 100,00% |
19/11/2024 | 0,47% | 2,15 CHF | 2,16 CHF | 93 000 | 93 000 | 93 520 | 93 520 | 199 362 CHF | 200 297 CHF | 100,00% | 100,00% |
18/11/2024 | 0,46% | 2,21 CHF | 2,22 CHF | 92 000 | 92 000 | 92 629 | 92 629 | 201 625 CHF | 202 551 CHF | 100,00% | 100,00% |
15/11/2024 | 0,46% | 2,17 CHF | 2,18 CHF | 93 000 | 93 000 | 92 597 | 92 597 | 200 506 CHF | 201 432 CHF | 100,00% | 100,00% |
14/11/2024 | 0,47% | 2,13 CHF | 2,14 CHF | 93 000 | 93 000 | 93 649 | 93 649 | 198 059 CHF | 198 996 CHF | 99,33% | 99,33% |
13/11/2024 | 0,50% | 1,98 CHF | 1,99 CHF | 96 000 | 96 000 | 95 677 | 95 677 | 190 947 CHF | 191 904 CHF | 100,00% | 100,00% |
12/11/2024 | 0,48% | 1,97 CHF | 1,98 CHF | 96 000 | 96 000 | 94 583 | 94 583 | 195 055 CHF | 196 001 CHF | 100,00% | 100,00% |
11/11/2024 | 0,47% | 2,12 CHF | 2,13 CHF | 93 000 | 93 000 | 93 007 | 93 007 | 199 017 CHF | 199 947 CHF | 99,93% | 99,93% |
08/11/2024 | 0,46% | 2,10 CHF | 2,11 CHF | 94 000 | 94 000 | 92 901 | 92 901 | 200 255 CHF | 201 184 CHF | 100,00% | 100,00% |
07/11/2024 | 0,45% | 2,22 CHF | 2,23 CHF | 91 000 | 91 000 | 91 390 | 91 390 | 203 041 CHF | 203 955 CHF | 100,00% | 100,00% |