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 | 0,95% | 2,06 CHF | 2,07 CHF | 114 000 | 114 000 | 49 706 | 49 706 | 100 190 CHF | 100 952 CHF | 99,90% | 99,90% |
19/11/2024 | 0,96% | 1,84 CHF | 1,85 CHF | 118 000 | 118 000 | 51 740 | 51 740 | 95 652 CHF | 96 430 CHF | 99,87% | 99,87% |
18/11/2024 | 0,88% | 1,84 CHF | 1,85 CHF | 118 000 | 118 000 | 50 950 | 50 950 | 98 896 CHF | 99 657 CHF | 97,65% | 97,65% |
15/11/2024 | 0,76% | 2,13 CHF | 2,14 CHF | 112 000 | 112 000 | 47 280 | 47 280 | 108 188 CHF | 108 895 CHF | 99,58% | 99,58% |
14/11/2024 | 0,67% | 2,56 CHF | 2,57 CHF | 105 000 | 105 000 | 46 841 | 46 841 | 122 467 CHF | 123 174 CHF | 100,00% | 100,00% |
13/11/2024 | 0,67% | 2,73 CHF | 2,74 CHF | 103 000 | 103 000 | 46 303 | 46 303 | 125 783 CHF | 126 485 CHF | 100,00% | 100,00% |
12/11/2024 | 0,65% | 2,67 CHF | 2,68 CHF | 104 000 | 104 000 | 46 388 | 46 388 | 127 134 CHF | 127 836 CHF | 99,79% | 99,79% |
11/11/2024 | 0,64% | 2,87 CHF | 2,88 CHF | 102 000 | 102 000 | 45 813 | 45 813 | 129 169 CHF | 129 864 CHF | 99,90% | 99,90% |
08/11/2024 | 1,22% | 2,74 CHF | 2,75 CHF | 104 000 | 104 000 | 47 775 | 47 775 | 123 570 CHF | 124 681 CHF | 98,89% | 98,89% |
07/11/2024 | 1,33% | 2,43 CHF | 2,44 CHF | 109 000 | 109 000 | 49 028 | 49 028 | 115 512 CHF | 116 657 CHF | 99,90% | 99,90% |