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 | 0,51% | 1,92 CHF | 1,93 CHF | 55 000 | 55 000 | 54 563 | 54 563 | 107 305 CHF | 107 851 CHF | 99,48% | 99,48% |
19/11/2024 | 0,50% | 2,00 CHF | 2,01 CHF | 54 000 | 54 000 | 54 323 | 54 323 | 108 367 CHF | 108 911 CHF | 100,00% | 100,00% |
18/11/2024 | 0,47% | 2,12 CHF | 2,13 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 111 528 CHF | 112 058 CHF | 99,89% | 99,89% |
15/11/2024 | 0,48% | 2,09 CHF | 2,10 CHF | 53 000 | 53 000 | 53 081 | 53 081 | 111 006 CHF | 111 536 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 2,04 CHF | 2,05 CHF | 54 000 | 54 000 | 53 972 | 53 972 | 109 757 CHF | 110 297 CHF | 98,62% | 98,62% |
13/11/2024 | 0,49% | 1,99 CHF | 2,00 CHF | 54 000 | 54 000 | 54 109 | 54 109 | 109 368 CHF | 109 909 CHF | 100,00% | 100,00% |
12/11/2024 | 0,48% | 2,01 CHF | 2,02 CHF | 54 000 | 54 000 | 53 498 | 53 498 | 110 769 CHF | 111 304 CHF | 99,88% | 99,88% |
11/11/2024 | 0,47% | 2,15 CHF | 2,16 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 113 178 CHF | 113 708 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 2,05 CHF | 2,06 CHF | 54 000 | 54 000 | 53 962 | 53 962 | 110 311 CHF | 110 851 CHF | 99,04% | 99,04% |
07/11/2024 | 0,47% | 2,05 CHF | 2,06 CHF | 54 000 | 54 000 | 52 874 | 52 874 | 111 523 CHF | 112 052 CHF | 100,00% | 100,00% |