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% | 2,27 CHF | 2,29 CHF | 50 000 | 50 000 | 49 834 | 49 834 | 112 243 CHF | 113 240 CHF | 100,00% | 100,00% |
19/11/2024 | 0,86% | 2,21 CHF | 2,23 CHF | 50 000 | 50 000 | 49 303 | 49 303 | 113 865 CHF | 114 851 CHF | 92,70% | 97,63% |
18/11/2024 | 0,80% | 2,50 CHF | 2,52 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 119 041 CHF | 120 001 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 2,49 CHF | 2,51 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 120 067 CHF | 121 027 CHF | 100,00% | 100,00% |
14/11/2024 | 0,78% | 2,58 CHF | 2,60 CHF | 47 000 | 47 000 | 47 279 | 47 279 | 120 720 CHF | 121 666 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 2,54 CHF | 2,56 CHF | 48 000 | 48 000 | 47 869 | 47 869 | 119 417 CHF | 120 374 CHF | 100,00% | 100,00% |
12/11/2024 | 0,75% | 2,62 CHF | 2,64 CHF | 47 000 | 47 000 | 46 919 | 46 919 | 125 025 CHF | 125 963 CHF | 100,00% | 100,00% |
11/11/2024 | 0,72% | 2,72 CHF | 2,74 CHF | 46 000 | 46 000 | 46 000 | 46 000 | 127 116 CHF | 128 036 CHF | 100,00% | 100,00% |
08/11/2024 | 0,75% | 2,69 CHF | 2,71 CHF | 46 000 | 46 000 | 46 906 | 46 906 | 125 054 CHF | 125 992 CHF | 100,00% | 100,00% |
07/11/2024 | 0,74% | 2,64 CHF | 2,66 CHF | 47 000 | 47 000 | 46 310 | 46 310 | 124 977 CHF | 125 903 CHF | 100,00% | 100,00% |