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 | 0,52% | 1,92 CHF | 1,93 CHF | 54 000 | 54 000 | 52 676 | 52 676 | 101 384 CHF | 101 911 CHF | 100,00% | 100,00% |
19/11/2024 | 0,51% | 1,95 CHF | 1,96 CHF | 55 000 | 55 000 | 53 531 | 53 531 | 104 616 CHF | 105 151 CHF | 100,00% | 100,00% |
18/11/2024 | 0,50% | 1,98 CHF | 1,99 CHF | 55 000 | 55 000 | 53 568 | 53 568 | 107 267 CHF | 107 803 CHF | 100,00% | 100,00% |
15/11/2024 | 0,48% | 2,05 CHF | 2,06 CHF | 56 000 | 56 000 | 54 118 | 54 118 | 112 086 CHF | 112 627 CHF | 100,00% | 100,00% |
14/11/2024 | 0,46% | 2,14 CHF | 2,15 CHF | 56 000 | 56 000 | 54 754 | 54 754 | 117 687 CHF | 118 234 CHF | 99,34% | 99,34% |
13/11/2024 | 0,47% | 2,12 CHF | 2,13 CHF | 56 000 | 56 000 | 54 448 | 54 448 | 114 438 CHF | 114 983 CHF | 100,00% | 100,00% |
12/11/2024 | 0,47% | 2,15 CHF | 2,16 CHF | 56 000 | 56 000 | 55 306 | 55 306 | 116 677 CHF | 117 230 CHF | 68,32% | 100,00% |
11/11/2024 | 0,50% | 2,02 CHF | 2,03 CHF | 55 000 | 55 000 | 52 699 | 52 699 | 104 319 CHF | 104 846 CHF | 99,93% | 99,93% |
08/11/2024 | 0,54% | 1,92 CHF | 1,93 CHF | 54 000 | 54 000 | 51 727 | 51 727 | 96 272 CHF | 96 789 CHF | 100,00% | 100,00% |
07/11/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 51 000 | 51 000 | 49 705 | 49 705 | 81 807 CHF | 82 304 CHF | 98,53% | 98,53% |