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 | 0,72% | 2,63 CHF | 2,64 CHF | 126 000 | 126 000 | 44 350 | 44 350 | 113 208 CHF | 113 820 CHF | 99,79% | 99,79% |
19/11/2024 | 0,72% | 2,46 CHF | 2,47 CHF | 130 000 | 130 000 | 45 125 | 45 125 | 110 973 CHF | 111 593 CHF | 100,00% | 100,00% |
18/11/2024 | 0,71% | 2,52 CHF | 2,53 CHF | 128 000 | 128 000 | 44 553 | 44 553 | 112 668 CHF | 113 280 CHF | 99,91% | 99,91% |
15/11/2024 | 0,69% | 2,55 CHF | 2,56 CHF | 128 000 | 128 000 | 43 878 | 43 878 | 113 604 CHF | 114 206 CHF | 100,00% | 100,00% |
14/11/2024 | 0,69% | 2,70 CHF | 2,71 CHF | 124 000 | 124 000 | 42 438 | 42 438 | 111 989 CHF | 112 566 CHF | 100,00% | 100,00% |
13/11/2024 | 0,70% | 2,59 CHF | 2,60 CHF | 126 000 | 126 000 | 44 146 | 44 146 | 114 091 CHF | 114 699 CHF | 100,00% | 100,00% |
12/11/2024 | 0,68% | 2,61 CHF | 2,62 CHF | 126 000 | 126 000 | 43 798 | 43 798 | 114 939 CHF | 115 539 CHF | 100,00% | 100,00% |
11/11/2024 | 0,68% | 2,76 CHF | 2,77 CHF | 124 000 | 124 000 | 43 146 | 43 146 | 116 662 CHF | 117 253 CHF | 99,78% | 99,78% |
08/11/2024 | 1,11% | 2,69 CHF | 2,70 CHF | 126 000 | 126 000 | 35 279 | 35 279 | 92 712 CHF | 93 256 CHF | 99,21% | 99,21% |
07/11/2024 | 0,61% | 3,04 CHF | 3,05 CHF | 118 000 | 118 000 | 41 176 | 41 176 | 123 392 CHF | 123 957 CHF | 99,85% | 99,85% |