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% | 2,20 CHF | 2,21 CHF | 126 000 | 126 000 | 44 342 | 44 342 | 93 898 CHF | 94 510 CHF | 99,78% | 99,78% |
19/11/2024 | 0,88% | 2,03 CHF | 2,04 CHF | 130 000 | 130 000 | 45 125 | 45 125 | 91 394 CHF | 92 014 CHF | 100,00% | 100,00% |
18/11/2024 | 0,85% | 2,08 CHF | 2,09 CHF | 128 000 | 128 000 | 44 542 | 44 542 | 93 234 CHF | 93 846 CHF | 99,90% | 99,90% |
15/11/2024 | 0,83% | 2,12 CHF | 2,13 CHF | 128 000 | 128 000 | 43 876 | 43 876 | 94 412 CHF | 95 014 CHF | 100,00% | 100,00% |
14/11/2024 | 0,83% | 2,26 CHF | 2,27 CHF | 124 000 | 124 000 | 42 398 | 42 398 | 93 398 CHF | 93 974 CHF | 100,00% | 100,00% |
13/11/2024 | 0,84% | 2,15 CHF | 2,16 CHF | 126 000 | 126 000 | 44 144 | 44 144 | 94 917 CHF | 95 526 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 2,17 CHF | 2,18 CHF | 126 000 | 126 000 | 43 803 | 43 803 | 95 952 CHF | 96 552 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 2,33 CHF | 2,34 CHF | 124 000 | 124 000 | 43 141 | 43 141 | 98 002 CHF | 98 594 CHF | 99,77% | 99,77% |
08/11/2024 | 1,32% | 2,26 CHF | 2,27 CHF | 126 000 | 126 000 | 35 280 | 35 280 | 77 615 CHF | 78 159 CHF | 99,21% | 99,21% |
07/11/2024 | 0,72% | 2,61 CHF | 2,62 CHF | 118 000 | 118 000 | 41 180 | 41 180 | 105 758 CHF | 106 323 CHF | 99,85% | 99,85% |