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 | 0,92% | 2,09 CHF | 2,10 CHF | 126 000 | 126 000 | 44 343 | 44 343 | 89 259 CHF | 89 871 CHF | 99,78% | 99,78% |
19/11/2024 | 0,93% | 1,93 CHF | 1,94 CHF | 130 000 | 130 000 | 45 125 | 45 125 | 86 684 CHF | 87 304 CHF | 100,00% | 100,00% |
18/11/2024 | 0,90% | 1,98 CHF | 1,99 CHF | 128 000 | 128 000 | 44 544 | 44 544 | 88 568 CHF | 89 181 CHF | 99,90% | 99,90% |
15/11/2024 | 0,87% | 2,01 CHF | 2,02 CHF | 128 000 | 128 000 | 43 878 | 43 878 | 89 827 CHF | 90 429 CHF | 100,00% | 100,00% |
14/11/2024 | 0,87% | 2,15 CHF | 2,16 CHF | 124 000 | 124 000 | 42 399 | 42 399 | 88 921 CHF | 89 497 CHF | 100,00% | 100,00% |
13/11/2024 | 0,88% | 2,05 CHF | 2,06 CHF | 126 000 | 126 000 | 44 146 | 44 146 | 90 317 CHF | 90 925 CHF | 100,00% | 100,00% |
12/11/2024 | 0,85% | 2,07 CHF | 2,08 CHF | 126 000 | 126 000 | 43 798 | 43 798 | 91 385 CHF | 91 985 CHF | 100,00% | 100,00% |
11/11/2024 | 0,85% | 2,22 CHF | 2,23 CHF | 124 000 | 124 000 | 43 142 | 43 142 | 93 495 CHF | 94 087 CHF | 99,77% | 99,77% |
08/11/2024 | 1,38% | 2,16 CHF | 2,17 CHF | 126 000 | 126 000 | 35 279 | 35 279 | 73 977 CHF | 74 521 CHF | 99,21% | 99,21% |
07/11/2024 | 0,75% | 2,51 CHF | 2,52 CHF | 118 000 | 118 000 | 41 176 | 41 176 | 101 517 CHF | 102 083 CHF | 99,85% | 99,85% |