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 | 0,79% | 2,48 CHF | 2,49 CHF | 114 000 | 114 000 | 49 704 | 49 704 | 120 958 CHF | 121 719 CHF | 99,90% | 99,90% |
19/11/2024 | 0,79% | 2,26 CHF | 2,27 CHF | 118 000 | 118 000 | 51 728 | 51 728 | 117 213 CHF | 117 991 CHF | 99,88% | 99,88% |
18/11/2024 | 0,73% | 2,26 CHF | 2,27 CHF | 118 000 | 118 000 | 50 949 | 50 949 | 120 213 CHF | 120 974 CHF | 97,65% | 97,65% |
15/11/2024 | 0,65% | 2,55 CHF | 2,56 CHF | 112 000 | 112 000 | 47 280 | 47 280 | 128 009 CHF | 128 716 CHF | 99,58% | 99,58% |
14/11/2024 | 0,58% | 2,98 CHF | 2,99 CHF | 105 000 | 105 000 | 46 838 | 46 838 | 142 095 CHF | 142 802 CHF | 100,00% | 100,00% |
13/11/2024 | 0,58% | 3,15 CHF | 3,16 CHF | 103 000 | 103 000 | 46 303 | 46 303 | 145 050 CHF | 145 752 CHF | 100,00% | 100,00% |
12/11/2024 | 0,57% | 3,09 CHF | 3,10 CHF | 104 000 | 104 000 | 46 386 | 46 386 | 146 428 CHF | 147 131 CHF | 99,80% | 99,80% |
11/11/2024 | 0,56% | 3,29 CHF | 3,30 CHF | 102 000 | 102 000 | 45 815 | 45 815 | 148 178 CHF | 148 873 CHF | 99,89% | 99,89% |
08/11/2024 | 1,05% | 3,16 CHF | 3,17 CHF | 104 000 | 104 000 | 47 773 | 47 773 | 143 208 CHF | 144 319 CHF | 98,91% | 98,91% |
07/11/2024 | 1,13% | 2,84 CHF | 2,85 CHF | 109 000 | 109 000 | 49 026 | 49 026 | 135 686 CHF | 136 831 CHF | 99,90% | 99,90% |