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 | 0,49% | 2,07 CHF | 2,08 CHF | 110 000 | 110 000 | 107 597 | 107 597 | 219 285 CHF | 220 361 CHF | 99,47% | 99,47% |
19/11/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 106 000 | 106 000 | 104 330 | 104 330 | 203 174 CHF | 204 218 CHF | 100,00% | 100,00% |
18/11/2024 | 0,53% | 1,90 CHF | 1,91 CHF | 102 000 | 102 000 | 101 503 | 101 503 | 191 108 CHF | 192 123 CHF | 100,00% | 100,00% |
15/11/2024 | 0,53% | 1,87 CHF | 1,88 CHF | 102 000 | 102 000 | 101 238 | 101 238 | 189 672 CHF | 190 684 CHF | 100,00% | 100,00% |
14/11/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 102 000 | 102 000 | 101 976 | 101 976 | 193 629 CHF | 194 648 CHF | 99,33% | 99,33% |
13/11/2024 | 0,53% | 1,92 CHF | 1,93 CHF | 104 000 | 104 000 | 102 067 | 102 067 | 193 388 CHF | 194 408 CHF | 100,00% | 100,00% |
12/11/2024 | 0,56% | 1,86 CHF | 1,87 CHF | 102 000 | 102 000 | 97 893 | 97 893 | 177 105 CHF | 178 086 CHF | 100,00% | 100,00% |
11/11/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 100 000 | 100 000 | 99 372 | 99 372 | 181 221 CHF | 182 214 CHF | 99,24% | 99,24% |
08/11/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 100 000 | 100 000 | 99 273 | 99 273 | 180 966 CHF | 181 958 CHF | 100,00% | 100,00% |
07/11/2024 | 0,56% | 1,76 CHF | 1,77 CHF | 96 000 | 96 000 | 97 353 | 97 353 | 174 687 CHF | 175 660 CHF | 99,40% | 99,40% |