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 | 0,52% | 2,00 CHF | 2,01 CHF | 150 000 | 150 000 | 67 521 | 67 521 | 132 078 CHF | 132 754 CHF | 99,90% | 99,90% |
19/11/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 152 000 | 152 000 | 67 626 | 67 626 | 132 098 CHF | 132 775 CHF | 100,00% | 100,00% |
18/11/2024 | 0,50% | 2,02 CHF | 2,03 CHF | 150 000 | 150 000 | 65 039 | 65 039 | 133 564 CHF | 134 215 CHF | 99,64% | 99,64% |
15/11/2024 | 0,55% | 2,01 CHF | 2,02 CHF | 150 000 | 150 000 | 49 864 | 49 864 | 96 254 CHF | 96 754 CHF | 98,89% | 98,89% |
14/11/2024 | 1,05% | 1,91 CHF | 1,92 CHF | 152 000 | 152 000 | 50 874 | 50 874 | 95 475 CHF | 96 049 CHF | 95,01% | 95,01% |
13/11/2024 | 0,69% | 1,49 CHF | 1,50 CHF | 168 000 | 168 000 | 75 201 | 75 201 | 110 262 CHF | 111 016 CHF | 99,78% | 99,78% |
12/11/2024 | 0,71% | 1,42 CHF | 1,43 CHF | 170 000 | 170 000 | 75 478 | 75 478 | 108 528 CHF | 109 285 CHF | 100,00% | 100,00% |
11/11/2024 | 0,73% | 1,42 CHF | 1,43 CHF | 170 000 | 170 000 | 76 294 | 76 294 | 107 307 CHF | 108 072 CHF | 99,90% | 99,90% |
08/11/2024 | 0,75% | 1,36 CHF | 1,37 CHF | 174 000 | 174 000 | 78 033 | 78 033 | 105 365 CHF | 106 147 CHF | 100,00% | 100,00% |
07/11/2024 | 0,74% | 1,37 CHF | 1,38 CHF | 174 000 | 174 000 | 77 459 | 77 459 | 106 072 CHF | 106 848 CHF | 99,85% | 99,85% |