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% | 2,02 CHF | 2,03 CHF | 150 000 | 150 000 | 67 525 | 67 525 | 133 615 CHF | 134 292 CHF | 99,91% | 99,91% |
19/11/2024 | 0,51% | 1,95 CHF | 1,96 CHF | 152 000 | 152 000 | 67 627 | 67 627 | 133 600 CHF | 134 278 CHF | 100,00% | 100,00% |
18/11/2024 | 0,49% | 2,04 CHF | 2,05 CHF | 150 000 | 150 000 | 65 041 | 65 041 | 135 028 CHF | 135 680 CHF | 99,64% | 99,64% |
15/11/2024 | 0,55% | 2,03 CHF | 2,04 CHF | 150 000 | 150 000 | 49 865 | 49 865 | 97 351 CHF | 97 850 CHF | 98,90% | 98,90% |
14/11/2024 | 1,04% | 1,93 CHF | 1,94 CHF | 152 000 | 152 000 | 50 917 | 50 917 | 96 656 CHF | 97 231 CHF | 95,06% | 95,06% |
13/11/2024 | 0,68% | 1,51 CHF | 1,52 CHF | 168 000 | 168 000 | 75 197 | 75 197 | 111 756 CHF | 112 510 CHF | 99,78% | 99,78% |
12/11/2024 | 0,70% | 1,44 CHF | 1,45 CHF | 170 000 | 170 000 | 75 477 | 75 477 | 110 000 CHF | 110 756 CHF | 100,00% | 100,00% |
11/11/2024 | 0,72% | 1,44 CHF | 1,45 CHF | 170 000 | 170 000 | 76 292 | 76 292 | 108 724 CHF | 109 488 CHF | 99,90% | 99,90% |
08/11/2024 | 0,74% | 1,38 CHF | 1,39 CHF | 174 000 | 174 000 | 78 033 | 78 033 | 106 843 CHF | 107 624 CHF | 100,00% | 100,00% |
07/11/2024 | 0,73% | 1,39 CHF | 1,40 CHF | 174 000 | 174 000 | 77 459 | 77 459 | 107 536 CHF | 108 312 CHF | 99,86% | 99,86% |