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% | 2,13 CHF | 2,14 CHF | 75 000 | 75 000 | 74 371 | 74 371 | 159 817 CHF | 160 562 CHF | 100,00% | 100,00% |
19/11/2024 | 0,48% | 2,08 CHF | 2,09 CHF | 76 000 | 76 000 | 75 235 | 75 235 | 156 940 CHF | 157 693 CHF | 98,73% | 98,73% |
18/11/2024 | 0,51% | 2,09 CHF | 2,10 CHF | 76 000 | 76 000 | 76 916 | 76 916 | 151 879 CHF | 152 649 CHF | 100,00% | 100,00% |
15/11/2024 | 0,50% | 2,05 CHF | 2,06 CHF | 77 000 | 77 000 | 77 462 | 77 462 | 155 563 CHF | 156 338 CHF | 70,90% | 70,90% |
14/11/2024 | 0,49% | 2,07 CHF | 2,08 CHF | 76 000 | 76 000 | 75 595 | 75 595 | 156 622 CHF | 157 379 CHF | 100,00% | 100,00% |
13/11/2024 | 0,50% | 2,01 CHF | 2,02 CHF | 77 000 | 77 000 | 76 525 | 76 525 | 153 659 CHF | 154 425 CHF | 99,82% | 99,82% |
12/11/2024 | 0,50% | 1,98 CHF | 1,99 CHF | 78 000 | 78 000 | 76 353 | 76 353 | 155 037 CHF | 155 801 CHF | 100,00% | 100,00% |
11/11/2024 | 0,48% | 1,99 CHF | 2,00 CHF | 78 000 | 78 000 | 75 846 | 75 846 | 158 071 CHF | 158 831 CHF | 100,00% | 100,00% |
08/11/2024 | 0,45% | 2,17 CHF | 2,18 CHF | 76 000 | 76 000 | 74 450 | 74 450 | 166 643 CHF | 167 388 CHF | 100,00% | 100,00% |
07/11/2024 | 0,45% | 2,32 CHF | 2,33 CHF | 74 000 | 74 000 | 74 406 | 74 406 | 167 905 CHF | 168 650 CHF | 100,00% | 100,00% |