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 | 0,76% | 2,53 CHF | 2,54 CHF | 126 000 | 126 000 | 44 347 | 44 347 | 108 546 CHF | 109 158 CHF | 99,78% | 99,78% |
19/11/2024 | 0,76% | 2,36 CHF | 2,37 CHF | 130 000 | 130 000 | 45 125 | 45 125 | 106 245 CHF | 106 864 CHF | 100,00% | 100,00% |
18/11/2024 | 0,74% | 2,41 CHF | 2,42 CHF | 128 000 | 128 000 | 44 548 | 44 548 | 107 977 CHF | 108 590 CHF | 99,91% | 99,91% |
15/11/2024 | 0,72% | 2,45 CHF | 2,46 CHF | 128 000 | 128 000 | 43 878 | 43 878 | 108 960 CHF | 109 562 CHF | 100,00% | 100,00% |
14/11/2024 | 0,72% | 2,59 CHF | 2,60 CHF | 124 000 | 124 000 | 42 439 | 42 439 | 107 540 CHF | 108 116 CHF | 100,00% | 100,00% |
13/11/2024 | 0,73% | 2,48 CHF | 2,49 CHF | 126 000 | 126 000 | 44 146 | 44 146 | 109 441 CHF | 110 049 CHF | 100,00% | 100,00% |
12/11/2024 | 0,70% | 2,50 CHF | 2,51 CHF | 126 000 | 126 000 | 43 798 | 43 798 | 110 328 CHF | 110 928 CHF | 100,00% | 100,00% |
11/11/2024 | 0,70% | 2,66 CHF | 2,67 CHF | 124 000 | 124 000 | 43 144 | 43 144 | 112 113 CHF | 112 705 CHF | 99,78% | 99,78% |
08/11/2024 | 1,16% | 2,59 CHF | 2,60 CHF | 126 000 | 126 000 | 35 279 | 35 279 | 89 072 CHF | 89 617 CHF | 99,21% | 99,21% |
07/11/2024 | 0,63% | 2,94 CHF | 2,95 CHF | 118 000 | 118 000 | 41 177 | 41 177 | 119 143 CHF | 119 709 CHF | 99,85% | 99,85% |