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 | 0,94% | 2,05 CHF | 2,06 CHF | 126 000 | 126 000 | 44 347 | 44 347 | 87 357 CHF | 87 969 CHF | 99,78% | 99,78% |
19/11/2024 | 0,95% | 1,88 CHF | 1,89 CHF | 130 000 | 130 000 | 45 125 | 45 125 | 84 765 CHF | 85 385 CHF | 100,00% | 100,00% |
18/11/2024 | 0,92% | 1,93 CHF | 1,94 CHF | 128 000 | 128 000 | 44 549 | 44 549 | 86 667 CHF | 87 280 CHF | 99,91% | 99,91% |
15/11/2024 | 0,89% | 1,97 CHF | 1,98 CHF | 128 000 | 128 000 | 43 877 | 43 877 | 87 916 CHF | 88 518 CHF | 100,00% | 100,00% |
14/11/2024 | 0,89% | 2,11 CHF | 2,12 CHF | 124 000 | 124 000 | 42 439 | 42 439 | 87 173 CHF | 87 750 CHF | 100,00% | 100,00% |
13/11/2024 | 0,90% | 2,01 CHF | 2,02 CHF | 126 000 | 126 000 | 44 148 | 44 148 | 88 441 CHF | 89 049 CHF | 100,00% | 100,00% |
12/11/2024 | 0,87% | 2,02 CHF | 2,03 CHF | 126 000 | 126 000 | 43 804 | 43 804 | 89 526 CHF | 90 126 CHF | 100,00% | 100,00% |
11/11/2024 | 0,86% | 2,18 CHF | 2,19 CHF | 124 000 | 124 000 | 43 144 | 43 144 | 91 645 CHF | 92 237 CHF | 99,78% | 99,78% |
08/11/2024 | 1,40% | 2,12 CHF | 2,13 CHF | 126 000 | 126 000 | 35 234 | 35 234 | 72 368 CHF | 72 912 CHF | 99,07% | 99,07% |
07/11/2024 | 0,76% | 2,46 CHF | 2,47 CHF | 118 000 | 118 000 | 41 181 | 41 181 | 99 656 CHF | 100 222 CHF | 99,85% | 99,85% |