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 | 0,47% | 2,08 CHF | 2,09 CHF | 94 000 | 94 000 | 93 115 | 93 115 | 196 309 CHF | 197 240 CHF | 100,00% | 100,00% |
19/11/2024 | 0,48% | 2,10 CHF | 2,11 CHF | 93 000 | 93 000 | 93 520 | 93 520 | 195 274 CHF | 196 209 CHF | 100,00% | 100,00% |
18/11/2024 | 0,47% | 2,17 CHF | 2,18 CHF | 92 000 | 92 000 | 92 629 | 92 629 | 197 571 CHF | 198 497 CHF | 100,00% | 100,00% |
15/11/2024 | 0,47% | 2,13 CHF | 2,14 CHF | 93 000 | 93 000 | 92 596 | 92 596 | 196 462 CHF | 197 388 CHF | 100,00% | 100,00% |
14/11/2024 | 0,48% | 2,09 CHF | 2,10 CHF | 93 000 | 93 000 | 93 649 | 93 649 | 193 940 CHF | 194 877 CHF | 99,34% | 99,34% |
13/11/2024 | 0,51% | 1,94 CHF | 1,95 CHF | 96 000 | 96 000 | 95 676 | 95 676 | 186 856 CHF | 187 813 CHF | 100,00% | 100,00% |
12/11/2024 | 0,49% | 1,93 CHF | 1,94 CHF | 96 000 | 96 000 | 94 583 | 94 583 | 191 058 CHF | 192 004 CHF | 100,00% | 100,00% |
11/11/2024 | 0,48% | 2,08 CHF | 2,09 CHF | 93 000 | 93 000 | 93 007 | 93 007 | 194 982 CHF | 195 912 CHF | 99,93% | 99,93% |
08/11/2024 | 0,47% | 2,06 CHF | 2,07 CHF | 94 000 | 94 000 | 92 901 | 92 901 | 196 309 CHF | 197 238 CHF | 100,00% | 100,00% |
07/11/2024 | 0,46% | 2,18 CHF | 2,19 CHF | 91 000 | 91 000 | 91 390 | 91 390 | 199 043 CHF | 199 957 CHF | 100,00% | 100,00% |