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 | 0,51% | 1,97 CHF | 1,98 CHF | 110 000 | 110 000 | 107 596 | 107 596 | 209 207 CHF | 210 283 CHF | 99,47% | 99,47% |
19/11/2024 | 0,54% | 1,87 CHF | 1,88 CHF | 106 000 | 106 000 | 104 329 | 104 329 | 193 497 CHF | 194 540 CHF | 100,00% | 100,00% |
18/11/2024 | 0,56% | 1,81 CHF | 1,82 CHF | 102 000 | 102 000 | 101 503 | 101 503 | 181 565 CHF | 182 580 CHF | 100,00% | 100,00% |
15/11/2024 | 0,56% | 1,78 CHF | 1,79 CHF | 102 000 | 102 000 | 101 238 | 101 238 | 180 055 CHF | 181 067 CHF | 100,00% | 100,00% |
14/11/2024 | 0,55% | 1,78 CHF | 1,79 CHF | 102 000 | 102 000 | 101 976 | 101 976 | 184 085 CHF | 185 105 CHF | 99,33% | 99,33% |
13/11/2024 | 0,55% | 1,82 CHF | 1,83 CHF | 104 000 | 104 000 | 102 066 | 102 066 | 183 842 CHF | 184 863 CHF | 100,00% | 100,00% |
12/11/2024 | 0,59% | 1,77 CHF | 1,78 CHF | 102 000 | 102 000 | 97 893 | 97 893 | 167 878 CHF | 168 859 CHF | 100,00% | 100,00% |
11/11/2024 | 0,58% | 1,72 CHF | 1,73 CHF | 100 000 | 100 000 | 99 371 | 99 371 | 171 986 CHF | 172 980 CHF | 99,24% | 99,24% |
08/11/2024 | 0,58% | 1,72 CHF | 1,73 CHF | 100 000 | 100 000 | 99 272 | 99 272 | 171 690 CHF | 172 682 CHF | 100,00% | 100,00% |
07/11/2024 | 0,59% | 1,66 CHF | 1,67 CHF | 96 000 | 96 000 | 97 353 | 97 353 | 165 418 CHF | 166 391 CHF | 99,40% | 99,40% |