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 | 1,00% | 1,99 CHF | 2,01 CHF | 96 000 | 96 000 | 96 275 | 96 275 | 191 653 CHF | 193 578 CHF | 100,00% | 100,00% |
19/11/2024 | 1,04% | 1,95 CHF | 1,97 CHF | 97 000 | 97 000 | 97 924 | 97 924 | 187 189 CHF | 189 147 CHF | 99,90% | 99,90% |
18/11/2024 | 1,04% | 1,91 CHF | 1,93 CHF | 98 000 | 98 000 | 97 903 | 97 903 | 187 537 CHF | 189 495 CHF | 100,00% | 100,00% |
15/11/2024 | 0,94% | 1,93 CHF | 1,95 CHF | 97 000 | 97 000 | 94 152 | 94 152 | 199 408 CHF | 201 291 CHF | 100,00% | 100,00% |
14/11/2024 | 0,84% | 2,39 CHF | 2,41 CHF | 90 000 | 90 000 | 89 816 | 89 816 | 213 459 CHF | 215 255 CHF | 100,00% | 100,00% |
13/11/2024 | 0,85% | 2,38 CHF | 2,40 CHF | 90 000 | 90 000 | 90 469 | 90 469 | 211 474 CHF | 213 283 CHF | 100,00% | 100,00% |
12/11/2024 | 0,83% | 2,41 CHF | 2,43 CHF | 89 000 | 89 000 | 89 469 | 89 469 | 214 731 CHF | 216 520 CHF | 99,93% | 99,93% |
11/11/2024 | 0,84% | 2,35 CHF | 2,37 CHF | 90 000 | 90 000 | 90 078 | 90 078 | 213 210 CHF | 215 012 CHF | 100,00% | 100,00% |
08/11/2024 | 0,87% | 2,31 CHF | 2,33 CHF | 91 000 | 91 000 | 91 382 | 91 382 | 208 726 CHF | 210 554 CHF | 98,95% | 98,95% |
07/11/2024 | 0,89% | 2,29 CHF | 2,31 CHF | 91 000 | 91 000 | 91 896 | 91 896 | 206 762 CHF | 208 600 CHF | 100,00% | 100,00% |