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 | 0,77% | 2,47 CHF | 2,48 CHF | 126 000 | 126 000 | 44 344 | 44 344 | 106 141 CHF | 106 753 CHF | 99,78% | 99,78% |
19/11/2024 | 0,77% | 2,31 CHF | 2,32 CHF | 130 000 | 130 000 | 45 128 | 45 128 | 103 841 CHF | 104 460 CHF | 100,00% | 100,00% |
18/11/2024 | 0,76% | 2,36 CHF | 2,37 CHF | 128 000 | 128 000 | 44 544 | 44 544 | 105 556 CHF | 106 169 CHF | 99,90% | 99,90% |
15/11/2024 | 0,74% | 2,39 CHF | 2,40 CHF | 128 000 | 128 000 | 43 876 | 43 876 | 106 582 CHF | 107 184 CHF | 100,00% | 100,00% |
14/11/2024 | 0,74% | 2,54 CHF | 2,55 CHF | 124 000 | 124 000 | 42 398 | 42 398 | 105 097 CHF | 105 673 CHF | 100,00% | 100,00% |
13/11/2024 | 0,74% | 2,43 CHF | 2,44 CHF | 126 000 | 126 000 | 44 148 | 44 148 | 107 076 CHF | 107 684 CHF | 100,00% | 100,00% |
12/11/2024 | 0,72% | 2,45 CHF | 2,46 CHF | 126 000 | 126 000 | 43 803 | 43 803 | 107 988 CHF | 108 588 CHF | 100,00% | 100,00% |
11/11/2024 | 0,72% | 2,60 CHF | 2,61 CHF | 124 000 | 124 000 | 43 142 | 43 142 | 109 785 CHF | 110 377 CHF | 99,77% | 99,77% |
08/11/2024 | 1,18% | 2,53 CHF | 2,54 CHF | 126 000 | 126 000 | 35 219 | 35 219 | 87 041 CHF | 87 585 CHF | 99,04% | 99,04% |
07/11/2024 | 0,65% | 2,88 CHF | 2,89 CHF | 118 000 | 118 000 | 41 181 | 41 181 | 116 851 CHF | 117 416 CHF | 99,85% | 99,85% |