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 | 0,74% | 2,04 CHF | 2,05 CHF | 132 000 | 132 000 | 58 458 | 58 458 | 121 704 CHF | 122 464 CHF | 99,34% | 99,34% |
19/11/2024 | 0,74% | 2,09 CHF | 2,10 CHF | 131 000 | 131 000 | 58 565 | 58 565 | 122 311 CHF | 123 072 CHF | 100,00% | 100,00% |
18/11/2024 | 0,73% | 2,11 CHF | 2,12 CHF | 130 000 | 130 000 | 58 172 | 58 172 | 122 605 CHF | 123 362 CHF | 99,78% | 99,78% |
15/11/2024 | 0,74% | 2,12 CHF | 2,13 CHF | 130 000 | 130 000 | 58 117 | 58 117 | 122 633 CHF | 123 389 CHF | 100,00% | 100,00% |
14/11/2024 | 0,73% | 2,11 CHF | 2,12 CHF | 130 000 | 130 000 | 58 300 | 58 300 | 123 755 CHF | 124 515 CHF | 98,59% | 98,59% |
13/11/2024 | 0,71% | 2,11 CHF | 2,12 CHF | 130 000 | 130 000 | 57 750 | 57 750 | 124 036 CHF | 124 785 CHF | 99,80% | 99,80% |
12/11/2024 | 0,71% | 2,18 CHF | 2,19 CHF | 128 000 | 128 000 | 57 699 | 57 699 | 125 626 CHF | 126 375 CHF | 99,90% | 99,90% |
11/11/2024 | 0,72% | 2,19 CHF | 2,20 CHF | 128 000 | 128 000 | 57 763 | 57 763 | 125 573 CHF | 126 325 CHF | 99,90% | 99,90% |
08/11/2024 | 0,74% | 2,13 CHF | 2,14 CHF | 130 000 | 130 000 | 59 195 | 59 195 | 123 668 CHF | 124 436 CHF | 99,05% | 99,05% |
07/11/2024 | 0,74% | 2,06 CHF | 2,07 CHF | 133 000 | 133 000 | 59 032 | 59 032 | 123 081 CHF | 123 846 CHF | 100,00% | 100,00% |