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 | 0,98% | 2,05 CHF | 2,07 CHF | 50 000 | 50 000 | 49 833 | 49 833 | 101 343 CHF | 102 339 CHF | 100,00% | 100,00% |
19/11/2024 | 0,95% | 1,99 CHF | 2,01 CHF | 50 000 | 50 000 | 49 302 | 49 302 | 103 085 CHF | 104 071 CHF | 92,70% | 97,63% |
18/11/2024 | 0,88% | 2,28 CHF | 2,30 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 108 534 CHF | 109 494 CHF | 100,00% | 100,00% |
15/11/2024 | 0,87% | 2,27 CHF | 2,29 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 109 564 CHF | 110 524 CHF | 100,00% | 100,00% |
14/11/2024 | 0,85% | 2,36 CHF | 2,38 CHF | 47 000 | 47 000 | 47 280 | 47 280 | 110 397 CHF | 111 342 CHF | 100,00% | 100,00% |
13/11/2024 | 0,88% | 2,32 CHF | 2,34 CHF | 48 000 | 48 000 | 47 869 | 47 869 | 108 948 CHF | 109 906 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 2,40 CHF | 2,42 CHF | 47 000 | 47 000 | 46 919 | 46 919 | 114 791 CHF | 115 729 CHF | 100,00% | 100,00% |
11/11/2024 | 0,78% | 2,50 CHF | 2,52 CHF | 46 000 | 46 000 | 46 000 | 46 000 | 117 096 CHF | 118 016 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 2,47 CHF | 2,49 CHF | 46 000 | 46 000 | 46 905 | 46 905 | 114 819 CHF | 115 757 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 2,43 CHF | 2,45 CHF | 47 000 | 47 000 | 46 310 | 46 310 | 114 868 CHF | 115 795 CHF | 100,00% | 100,00% |