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 | 0,43% | 2,30 CHF | 2,31 CHF | 94 000 | 94 000 | 93 115 | 93 115 | 217 103 CHF | 218 034 CHF | 100,00% | 100,00% |
19/11/2024 | 0,43% | 2,33 CHF | 2,34 CHF | 93 000 | 93 000 | 93 520 | 93 520 | 216 243 CHF | 217 179 CHF | 100,00% | 100,00% |
18/11/2024 | 0,42% | 2,39 CHF | 2,40 CHF | 92 000 | 92 000 | 92 629 | 92 629 | 218 310 CHF | 219 236 CHF | 100,00% | 100,00% |
15/11/2024 | 0,43% | 2,35 CHF | 2,36 CHF | 93 000 | 93 000 | 92 597 | 92 597 | 217 233 CHF | 218 159 CHF | 100,00% | 100,00% |
14/11/2024 | 0,43% | 2,31 CHF | 2,32 CHF | 93 000 | 93 000 | 93 649 | 93 649 | 214 951 CHF | 215 888 CHF | 99,39% | 99,39% |
13/11/2024 | 0,46% | 2,16 CHF | 2,17 CHF | 96 000 | 96 000 | 95 676 | 95 676 | 208 323 CHF | 209 279 CHF | 100,00% | 100,00% |
12/11/2024 | 0,44% | 2,15 CHF | 2,16 CHF | 96 000 | 96 000 | 94 583 | 94 583 | 212 203 CHF | 213 149 CHF | 100,00% | 100,00% |
11/11/2024 | 0,43% | 2,30 CHF | 2,31 CHF | 93 000 | 93 000 | 93 007 | 93 007 | 215 812 CHF | 216 742 CHF | 99,93% | 99,93% |
08/11/2024 | 0,43% | 2,28 CHF | 2,29 CHF | 94 000 | 94 000 | 92 901 | 92 901 | 217 044 CHF | 217 973 CHF | 100,00% | 100,00% |
07/11/2024 | 0,42% | 2,41 CHF | 2,42 CHF | 91 000 | 91 000 | 91 390 | 91 390 | 219 640 CHF | 220 554 CHF | 100,00% | 100,00% |