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 | 0,74% | 2,58 CHF | 2,59 CHF | 126 000 | 126 000 | 44 347 | 44 347 | 110 645 CHF | 111 257 CHF | 99,78% | 99,78% |
19/11/2024 | 0,74% | 2,41 CHF | 2,42 CHF | 130 000 | 130 000 | 45 125 | 45 125 | 108 408 CHF | 109 028 CHF | 100,00% | 100,00% |
18/11/2024 | 0,72% | 2,46 CHF | 2,47 CHF | 128 000 | 128 000 | 44 549 | 44 549 | 110 111 CHF | 110 724 CHF | 99,91% | 99,91% |
15/11/2024 | 0,71% | 2,50 CHF | 2,51 CHF | 128 000 | 128 000 | 43 876 | 43 876 | 111 037 CHF | 111 639 CHF | 100,00% | 100,00% |
14/11/2024 | 0,71% | 2,64 CHF | 2,65 CHF | 124 000 | 124 000 | 42 400 | 42 400 | 109 410 CHF | 109 986 CHF | 100,00% | 100,00% |
13/11/2024 | 0,71% | 2,53 CHF | 2,54 CHF | 126 000 | 126 000 | 44 144 | 44 144 | 111 518 CHF | 112 126 CHF | 100,00% | 100,00% |
12/11/2024 | 0,69% | 2,55 CHF | 2,56 CHF | 126 000 | 126 000 | 43 801 | 43 801 | 112 399 CHF | 112 999 CHF | 100,00% | 100,00% |
11/11/2024 | 0,69% | 2,70 CHF | 2,71 CHF | 124 000 | 124 000 | 43 144 | 43 144 | 114 128 CHF | 114 720 CHF | 99,78% | 99,78% |
08/11/2024 | 1,14% | 2,63 CHF | 2,64 CHF | 126 000 | 126 000 | 35 219 | 35 219 | 90 547 CHF | 91 091 CHF | 99,04% | 99,04% |
07/11/2024 | 0,62% | 2,98 CHF | 2,99 CHF | 118 000 | 118 000 | 41 175 | 41 175 | 120 942 CHF | 121 507 CHF | 99,85% | 99,85% |