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 | 0,47% | 2,08 CHF | 2,09 CHF | 55 000 | 55 000 | 54 563 | 54 563 | 115 880 CHF | 116 426 CHF | 99,49% | 99,49% |
19/11/2024 | 0,46% | 2,16 CHF | 2,17 CHF | 54 000 | 54 000 | 54 323 | 54 323 | 116 825 CHF | 117 368 CHF | 100,00% | 100,00% |
18/11/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 119 876 CHF | 120 406 CHF | 99,90% | 99,90% |
15/11/2024 | 0,44% | 2,25 CHF | 2,26 CHF | 53 000 | 53 000 | 53 081 | 53 081 | 119 377 CHF | 119 908 CHF | 100,00% | 100,00% |
14/11/2024 | 0,46% | 2,20 CHF | 2,21 CHF | 54 000 | 54 000 | 53 972 | 53 972 | 118 179 CHF | 118 719 CHF | 98,68% | 98,68% |
13/11/2024 | 0,46% | 2,15 CHF | 2,16 CHF | 54 000 | 54 000 | 54 109 | 54 109 | 117 859 CHF | 118 400 CHF | 100,00% | 100,00% |
12/11/2024 | 0,45% | 2,16 CHF | 2,17 CHF | 54 000 | 54 000 | 53 498 | 53 498 | 119 177 CHF | 119 712 CHF | 99,88% | 99,88% |
11/11/2024 | 0,44% | 2,31 CHF | 2,32 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 121 515 CHF | 122 045 CHF | 100,00% | 100,00% |
08/11/2024 | 0,45% | 2,21 CHF | 2,22 CHF | 54 000 | 54 000 | 53 962 | 53 962 | 118 777 CHF | 119 317 CHF | 99,04% | 99,04% |
07/11/2024 | 0,44% | 2,20 CHF | 2,21 CHF | 54 000 | 54 000 | 52 875 | 52 875 | 119 906 CHF | 120 435 CHF | 100,00% | 100,00% |