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% | 1,94 CHF | 1,95 CHF | 117 100 | 117 100 | 114 998 | 114 998 | 224 614 CHF | 225 764 CHF | 100,00% | 100,00% |
19/11/2024 | 0,49% | 2,04 CHF | 2,05 CHF | 113 700 | 113 700 | 118 823 | 118 823 | 240 208 CHF | 241 397 CHF | 100,00% | 100,00% |
18/11/2024 | 0,52% | 1,95 CHF | 1,96 CHF | 122 200 | 122 200 | 121 959 | 121 959 | 234 014 CHF | 235 234 CHF | 100,00% | 100,00% |
15/11/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 121 900 | 121 900 | 123 002 | 123 002 | 232 740 CHF | 233 970 CHF | 98,67% | 98,67% |
14/11/2024 | 0,53% | 1,91 CHF | 1,92 CHF | 123 800 | 123 800 | 115 740 | 115 740 | 216 659 CHF | 217 816 CHF | 99,79% | 99,79% |
13/11/2024 | 0,49% | 2,02 CHF | 2,03 CHF | 110 500 | 110 500 | 109 419 | 109 419 | 224 293 CHF | 225 388 CHF | 100,00% | 100,00% |
12/11/2024 | 0,48% | 2,08 CHF | 2,09 CHF | 108 700 | 108 700 | 107 438 | 107 438 | 223 991 CHF | 225 066 CHF | 100,00% | 100,00% |
11/11/2024 | 0,46% | 2,13 CHF | 2,14 CHF | 106 600 | 106 600 | 98 904 | 98 904 | 213 218 CHF | 214 207 CHF | 100,00% | 100,00% |
08/11/2024 | 0,42% | 2,34 CHF | 2,35 CHF | 93 900 | 93 900 | 96 370 | 96 370 | 231 667 CHF | 232 631 CHF | 100,00% | 100,00% |
07/11/2024 | 0,43% | 2,41 CHF | 2,42 CHF | 98 000 | 98 000 | 99 209 | 99 209 | 230 318 CHF | 231 310 CHF | 100,00% | 100,00% |