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 | 0,94% | 2,11 CHF | 2,13 CHF | 50 300 | 50 300 | 50 300 | 50 300 | 106 877 CHF | 107 883 CHF | 99,44% | 99,44% |
19/11/2024 | 0,93% | 2,18 CHF | 2,20 CHF | 50 300 | 50 300 | 51 612 | 51 612 | 110 600 CHF | 111 632 CHF | 98,77% | 98,77% |
18/11/2024 | 0,96% | 2,16 CHF | 2,18 CHF | 52 000 | 52 000 | 53 824 | 53 824 | 111 411 CHF | 112 488 CHF | 98,77% | 98,77% |
15/11/2024 | 1,00% | 1,97 CHF | 1,99 CHF | 54 400 | 54 400 | 55 691 | 55 691 | 110 583 CHF | 111 696 CHF | 100,00% | 100,00% |
14/11/2024 | 1,06% | 1,89 CHF | 1,91 CHF | 56 100 | 56 100 | 54 082 | 54 082 | 101 835 CHF | 102 916 CHF | 100,00% | 100,00% |
13/11/2024 | 1,01% | 1,92 CHF | 1,94 CHF | 53 500 | 53 500 | 52 354 | 52 354 | 102 843 CHF | 103 890 CHF | 100,00% | 100,00% |
12/11/2024 | 0,99% | 1,94 CHF | 1,96 CHF | 52 000 | 52 000 | 49 870 | 49 870 | 100 543 CHF | 101 541 CHF | 99,80% | 99,80% |
11/11/2024 | 0,89% | 2,11 CHF | 2,13 CHF | 49 300 | 49 300 | 47 633 | 47 633 | 106 128 CHF | 107 081 CHF | 99,73% | 99,73% |
08/11/2024 | 0,88% | 2,19 CHF | 2,21 CHF | 47 100 | 47 100 | 47 023 | 47 023 | 106 971 CHF | 107 911 CHF | 100,00% | 100,00% |
07/11/2024 | 0,87% | 2,38 CHF | 2,40 CHF | 47 000 | 47 000 | 48 603 | 48 603 | 111 511 CHF | 112 483 CHF | 99,96% | 99,96% |