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 | 0,52% | 1,98 CHF | 1,99 CHF | 80 000 | 80 000 | 36 577 | 36 577 | 71 694 CHF | 72 061 CHF | 99,37% | 99,37% |
19/11/2024 | 0,54% | 1,91 CHF | 1,92 CHF | 82 000 | 82 000 | 36 856 | 36 856 | 69 736 CHF | 70 106 CHF | 100,00% | 100,00% |
18/11/2024 | 0,55% | 1,89 CHF | 1,90 CHF | 82 000 | 82 000 | 36 846 | 36 846 | 68 897 CHF | 69 266 CHF | 99,87% | 99,87% |
15/11/2024 | 0,53% | 1,90 CHF | 1,91 CHF | 82 000 | 82 000 | 36 734 | 36 734 | 70 321 CHF | 70 689 CHF | 99,72% | 99,72% |
14/11/2024 | 0,52% | 1,90 CHF | 1,91 CHF | 82 000 | 82 000 | 36 097 | 36 097 | 70 131 CHF | 70 492 CHF | 98,51% | 98,51% |
13/11/2024 | 0,52% | 1,97 CHF | 1,98 CHF | 81 000 | 81 000 | 36 669 | 36 669 | 71 623 CHF | 71 990 CHF | 100,00% | 100,00% |
12/11/2024 | 0,52% | 1,94 CHF | 1,95 CHF | 81 000 | 81 000 | 36 571 | 36 571 | 71 854 CHF | 72 220 CHF | 99,88% | 99,88% |
11/11/2024 | 0,51% | 2,00 CHF | 2,01 CHF | 80 000 | 80 000 | 35 641 | 35 641 | 71 233 CHF | 71 590 CHF | 99,90% | 99,90% |
08/11/2024 | 0,51% | 2,01 CHF | 2,02 CHF | 80 000 | 80 000 | 36 548 | 36 548 | 72 489 CHF | 72 856 CHF | 99,04% | 99,04% |
07/11/2024 | 0,51% | 1,94 CHF | 1,95 CHF | 81 000 | 81 000 | 35 876 | 35 876 | 70 745 CHF | 71 104 CHF | 99,90% | 99,90% |