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 | 0,88% | 2,06 CHF | 2,08 CHF | 67 600 | 67 600 | 67 600 | 67 600 | 152 921 CHF | 154 273 CHF | 99,93% | 99,93% |
19/11/2024 | 1,51% | 2,07 CHF | 2,10 CHF | 54 700 | 54 700 | 54 700 | 54 700 | 108 932 CHF | 110 573 CHF | 100,00% | 100,00% |
18/11/2024 | 1,05% | 2,90 CHF | 2,93 CHF | 54 900 | 54 900 | 54 900 | 54 900 | 156 079 CHF | 157 726 CHF | 100,00% | 100,00% |
15/11/2024 | 0,97% | 2,70 CHF | 2,72 CHF | 58 600 | 58 600 | 58 600 | 58 600 | 161 252 CHF | 162 830 CHF | 100,00% | 100,00% |
14/11/2024 | 0,84% | 2,60 CHF | 2,62 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 167 043 CHF | 168 443 CHF | 100,00% | 100,00% |
13/11/2024 | 0,90% | 2,05 CHF | 2,07 CHF | 68 300 | 68 300 | 68 300 | 68 300 | 150 740 CHF | 152 106 CHF | 100,00% | 100,00% |
12/11/2024 | 1,17% | 2,15 CHF | 2,18 CHF | 52 100 | 52 100 | 52 100 | 52 100 | 132 808 CHF | 134 371 CHF | 100,00% | 100,00% |
11/11/2024 | 0,71% | 2,91 CHF | 2,93 CHF | 60 700 | 60 700 | 60 700 | 60 700 | 170 560 CHF | 171 774 CHF | 100,00% | 100,00% |
08/11/2024 | 1,20% | 2,41 CHF | 2,44 CHF | 54 500 | 54 500 | 54 500 | 54 500 | 135 595 CHF | 137 230 CHF | 100,00% | 100,00% |
07/11/2024 | 1,00% | 2,85 CHF | 2,88 CHF | 54 300 | 54 300 | 54 300 | 54 300 | 162 290 CHF | 163 919 CHF | 99,68% | 99,68% |