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 | 0,49% | 2,00 CHF | 2,01 CHF | 94 000 | 94 000 | 93 115 | 93 115 | 188 692 CHF | 189 624 CHF | 100,00% | 100,00% |
19/11/2024 | 0,50% | 2,02 CHF | 2,03 CHF | 93 000 | 93 000 | 93 519 | 93 519 | 187 629 CHF | 188 564 CHF | 100,00% | 100,00% |
18/11/2024 | 0,49% | 2,09 CHF | 2,10 CHF | 92 000 | 92 000 | 92 629 | 92 629 | 189 991 CHF | 190 917 CHF | 100,00% | 100,00% |
15/11/2024 | 0,49% | 2,05 CHF | 2,06 CHF | 93 000 | 93 000 | 92 597 | 92 597 | 188 862 CHF | 189 788 CHF | 100,00% | 100,00% |
14/11/2024 | 0,50% | 2,00 CHF | 2,01 CHF | 93 000 | 93 000 | 93 649 | 93 649 | 186 231 CHF | 187 167 CHF | 99,33% | 99,33% |
13/11/2024 | 0,53% | 1,86 CHF | 1,87 CHF | 96 000 | 96 000 | 95 676 | 95 676 | 178 971 CHF | 179 928 CHF | 100,00% | 100,00% |
12/11/2024 | 0,51% | 1,85 CHF | 1,86 CHF | 96 000 | 96 000 | 94 583 | 94 583 | 183 313 CHF | 184 259 CHF | 100,00% | 100,00% |
11/11/2024 | 0,50% | 2,00 CHF | 2,01 CHF | 93 000 | 93 000 | 93 007 | 93 007 | 187 326 CHF | 188 256 CHF | 99,93% | 99,93% |
08/11/2024 | 0,49% | 1,98 CHF | 1,99 CHF | 94 000 | 94 000 | 92 901 | 92 901 | 188 679 CHF | 189 608 CHF | 100,00% | 100,00% |
07/11/2024 | 0,48% | 2,10 CHF | 2,11 CHF | 91 000 | 91 000 | 91 390 | 91 390 | 191 614 CHF | 192 528 CHF | 100,00% | 100,00% |