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 | 0,79% | 2,42 CHF | 2,43 CHF | 126 000 | 126 000 | 44 345 | 44 345 | 103 677 CHF | 104 289 CHF | 99,78% | 99,78% |
19/11/2024 | 0,79% | 2,25 CHF | 2,26 CHF | 130 000 | 130 000 | 45 128 | 45 128 | 101 334 CHF | 101 954 CHF | 100,00% | 100,00% |
18/11/2024 | 0,77% | 2,30 CHF | 2,31 CHF | 128 000 | 128 000 | 44 547 | 44 547 | 103 102 CHF | 103 714 CHF | 99,91% | 99,91% |
15/11/2024 | 0,75% | 2,34 CHF | 2,35 CHF | 128 000 | 128 000 | 43 877 | 43 877 | 104 149 CHF | 104 751 CHF | 100,00% | 100,00% |
14/11/2024 | 0,75% | 2,48 CHF | 2,49 CHF | 124 000 | 124 000 | 42 398 | 42 398 | 102 788 CHF | 103 364 CHF | 100,00% | 100,00% |
13/11/2024 | 0,76% | 2,37 CHF | 2,38 CHF | 126 000 | 126 000 | 44 148 | 44 148 | 104 635 CHF | 105 243 CHF | 100,00% | 100,00% |
12/11/2024 | 0,74% | 2,39 CHF | 2,40 CHF | 126 000 | 126 000 | 43 803 | 43 803 | 105 568 CHF | 106 168 CHF | 100,00% | 100,00% |
11/11/2024 | 0,73% | 2,55 CHF | 2,56 CHF | 124 000 | 124 000 | 43 143 | 43 143 | 107 444 CHF | 108 036 CHF | 99,78% | 99,78% |
08/11/2024 | 1,20% | 2,48 CHF | 2,49 CHF | 126 000 | 126 000 | 35 279 | 35 279 | 85 270 CHF | 85 814 CHF | 99,21% | 99,21% |
07/11/2024 | 0,66% | 2,83 CHF | 2,84 CHF | 118 000 | 118 000 | 41 180 | 41 180 | 114 718 CHF | 115 284 CHF | 99,85% | 99,85% |