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 | 0,45% | 2,26 CHF | 2,27 CHF | 110 000 | 110 000 | 107 596 | 107 596 | 239 481 CHF | 240 557 CHF | 99,47% | 99,47% |
19/11/2024 | 0,47% | 2,15 CHF | 2,16 CHF | 106 000 | 106 000 | 104 330 | 104 330 | 222 751 CHF | 223 794 CHF | 100,00% | 100,00% |
18/11/2024 | 0,48% | 2,09 CHF | 2,10 CHF | 102 000 | 102 000 | 101 503 | 101 503 | 210 089 CHF | 211 104 CHF | 100,00% | 100,00% |
15/11/2024 | 0,48% | 2,06 CHF | 2,07 CHF | 102 000 | 102 000 | 101 238 | 101 238 | 208 557 CHF | 209 570 CHF | 100,00% | 100,00% |
14/11/2024 | 0,48% | 2,06 CHF | 2,07 CHF | 102 000 | 102 000 | 101 977 | 101 977 | 212 807 CHF | 213 827 CHF | 99,39% | 99,39% |
13/11/2024 | 0,48% | 2,10 CHF | 2,11 CHF | 104 000 | 104 000 | 102 066 | 102 066 | 212 526 CHF | 213 547 CHF | 100,00% | 100,00% |
12/11/2024 | 0,51% | 2,05 CHF | 2,06 CHF | 102 000 | 102 000 | 97 894 | 97 894 | 195 314 CHF | 196 295 CHF | 100,00% | 100,00% |
11/11/2024 | 0,50% | 2,00 CHF | 2,01 CHF | 100 000 | 100 000 | 99 371 | 99 371 | 199 890 CHF | 200 884 CHF | 99,24% | 99,24% |
08/11/2024 | 0,50% | 2,00 CHF | 2,01 CHF | 100 000 | 100 000 | 99 273 | 99 273 | 199 588 CHF | 200 580 CHF | 100,00% | 100,00% |
07/11/2024 | 0,50% | 1,94 CHF | 1,95 CHF | 96 000 | 96 000 | 97 353 | 97 353 | 192 882 CHF | 193 855 CHF | 99,40% | 99,40% |