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 | 0,83% | 2,30 CHF | 2,31 CHF | 126 000 | 126 000 | 44 349 | 44 349 | 98 592 CHF | 99 204 CHF | 99,78% | 99,78% |
19/11/2024 | 0,84% | 2,14 CHF | 2,15 CHF | 130 000 | 130 000 | 45 125 | 45 125 | 96 144 CHF | 96 763 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 2,19 CHF | 2,20 CHF | 128 000 | 128 000 | 44 552 | 44 552 | 97 953 CHF | 98 565 CHF | 99,91% | 99,91% |
15/11/2024 | 0,79% | 2,22 CHF | 2,23 CHF | 128 000 | 128 000 | 43 878 | 43 878 | 99 075 CHF | 99 677 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 2,37 CHF | 2,38 CHF | 124 000 | 124 000 | 42 398 | 42 398 | 97 854 CHF | 98 431 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 2,26 CHF | 2,27 CHF | 126 000 | 126 000 | 44 145 | 44 145 | 99 565 CHF | 100 173 CHF | 100,00% | 100,00% |
12/11/2024 | 0,77% | 2,28 CHF | 2,29 CHF | 126 000 | 126 000 | 43 798 | 43 798 | 100 551 CHF | 101 151 CHF | 100,00% | 100,00% |
11/11/2024 | 0,77% | 2,43 CHF | 2,44 CHF | 124 000 | 124 000 | 43 145 | 43 145 | 102 514 CHF | 103 106 CHF | 99,78% | 99,78% |
08/11/2024 | 1,26% | 2,37 CHF | 2,38 CHF | 126 000 | 126 000 | 35 279 | 35 279 | 81 264 CHF | 81 808 CHF | 99,21% | 99,21% |
07/11/2024 | 0,69% | 2,72 CHF | 2,73 CHF | 118 000 | 118 000 | 41 177 | 41 177 | 110 023 CHF | 110 589 CHF | 99,85% | 99,85% |