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% | 1,90 CHF | 1,91 CHF | 55 000 | 55 000 | 54 563 | 54 563 | 106 436 CHF | 106 981 CHF | 99,43% | 99,43% |
19/11/2024 | 0,50% | 1,98 CHF | 1,99 CHF | 54 000 | 54 000 | 54 323 | 54 323 | 107 457 CHF | 108 001 CHF | 100,00% | 100,00% |
18/11/2024 | 0,48% | 2,10 CHF | 2,11 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 110 648 CHF | 111 178 CHF | 99,88% | 99,88% |
15/11/2024 | 0,48% | 2,07 CHF | 2,08 CHF | 53 000 | 53 000 | 53 081 | 53 081 | 110 133 CHF | 110 664 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 2,03 CHF | 2,04 CHF | 54 000 | 54 000 | 53 972 | 53 972 | 108 848 CHF | 109 388 CHF | 98,59% | 98,59% |
13/11/2024 | 0,50% | 1,97 CHF | 1,98 CHF | 54 000 | 54 000 | 54 109 | 54 109 | 108 476 CHF | 109 017 CHF | 100,00% | 100,00% |
12/11/2024 | 0,49% | 1,99 CHF | 2,00 CHF | 54 000 | 54 000 | 53 498 | 53 498 | 109 873 CHF | 110 408 CHF | 99,90% | 99,90% |
11/11/2024 | 0,47% | 2,13 CHF | 2,14 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 112 264 CHF | 112 794 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 2,03 CHF | 2,04 CHF | 54 000 | 54 000 | 53 963 | 53 963 | 109 433 CHF | 109 972 CHF | 99,05% | 99,05% |
07/11/2024 | 0,48% | 2,03 CHF | 2,04 CHF | 54 000 | 54 000 | 52 874 | 52 874 | 110 641 CHF | 111 170 CHF | 100,00% | 100,00% |