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 | 0,86% | 2,29 CHF | 2,30 CHF | 114 000 | 114 000 | 49 705 | 49 705 | 111 510 CHF | 112 271 CHF | 99,90% | 99,90% |
19/11/2024 | 0,86% | 2,07 CHF | 2,08 CHF | 118 000 | 118 000 | 51 730 | 51 730 | 107 406 CHF | 108 184 CHF | 99,88% | 99,88% |
18/11/2024 | 0,79% | 2,07 CHF | 2,08 CHF | 118 000 | 118 000 | 50 950 | 50 950 | 110 518 CHF | 111 279 CHF | 97,65% | 97,65% |
15/11/2024 | 0,70% | 2,36 CHF | 2,37 CHF | 112 000 | 112 000 | 47 281 | 47 281 | 119 005 CHF | 119 712 CHF | 99,58% | 99,58% |
14/11/2024 | 0,62% | 2,79 CHF | 2,80 CHF | 105 000 | 105 000 | 46 839 | 46 839 | 133 168 CHF | 133 875 CHF | 100,00% | 100,00% |
13/11/2024 | 0,61% | 2,96 CHF | 2,97 CHF | 103 000 | 103 000 | 46 304 | 46 304 | 136 294 CHF | 136 996 CHF | 100,00% | 100,00% |
12/11/2024 | 0,60% | 2,90 CHF | 2,91 CHF | 104 000 | 104 000 | 46 386 | 46 386 | 137 647 CHF | 138 350 CHF | 99,80% | 99,80% |
11/11/2024 | 0,60% | 3,10 CHF | 3,11 CHF | 102 000 | 102 000 | 45 812 | 45 812 | 139 533 CHF | 140 228 CHF | 99,89% | 99,89% |
08/11/2024 | 1,12% | 2,97 CHF | 2,98 CHF | 104 000 | 104 000 | 47 765 | 47 765 | 134 249 CHF | 135 360 CHF | 98,93% | 98,93% |
07/11/2024 | 1,21% | 2,65 CHF | 2,66 CHF | 109 000 | 109 000 | 49 026 | 49 026 | 126 491 CHF | 127 636 CHF | 99,90% | 99,90% |