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 | 0,47% | 2,01 CHF | 2,02 CHF | 72 000 | 72 000 | 72 965 | 72 965 | 154 660 CHF | 155 390 CHF | 100,00% | 100,00% |
19/11/2024 | 0,48% | 2,11 CHF | 2,12 CHF | 73 600 | 73 600 | 70 591 | 70 591 | 146 801 CHF | 147 507 CHF | 100,00% | 100,00% |
18/11/2024 | 0,45% | 2,21 CHF | 2,22 CHF | 68 600 | 68 600 | 66 549 | 66 549 | 147 562 CHF | 148 227 CHF | 100,00% | 100,00% |
15/11/2024 | 0,43% | 2,22 CHF | 2,23 CHF | 65 200 | 65 200 | 66 823 | 66 823 | 154 947 CHF | 155 615 CHF | 100,00% | 100,00% |
14/11/2024 | 0,44% | 2,30 CHF | 2,31 CHF | 67 900 | 67 900 | 67 538 | 67 538 | 151 807 CHF | 152 482 CHF | 99,79% | 99,79% |
13/11/2024 | 0,44% | 2,14 CHF | 2,15 CHF | 67 300 | 67 300 | 68 991 | 68 991 | 156 428 CHF | 157 118 CHF | 100,00% | 100,00% |
12/11/2024 | 0,45% | 2,22 CHF | 2,23 CHF | 70 100 | 70 100 | 68 774 | 68 774 | 153 612 CHF | 154 299 CHF | 100,00% | 100,00% |
11/11/2024 | 0,43% | 2,28 CHF | 2,29 CHF | 67 900 | 67 900 | 66 271 | 66 271 | 152 255 CHF | 152 917 CHF | 100,00% | 100,00% |
08/11/2024 | 0,42% | 2,32 CHF | 2,33 CHF | 65 300 | 65 300 | 62 466 | 62 466 | 148 765 CHF | 149 389 CHF | 100,00% | 100,00% |
07/11/2024 | 0,39% | 2,52 CHF | 2,53 CHF | 60 600 | 60 600 | 64 626 | 64 626 | 166 156 CHF | 166 802 CHF | 100,00% | 100,00% |