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 | 0,94% | 2,12 CHF | 2,14 CHF | 96 000 | 96 000 | 96 275 | 96 275 | 203 926 CHF | 205 851 CHF | 100,00% | 100,00% |
19/11/2024 | 0,98% | 2,08 CHF | 2,10 CHF | 97 000 | 97 000 | 97 924 | 97 924 | 199 593 CHF | 201 552 CHF | 99,89% | 99,89% |
18/11/2024 | 0,97% | 2,04 CHF | 2,06 CHF | 98 000 | 98 000 | 97 903 | 97 903 | 199 974 CHF | 201 932 CHF | 100,00% | 100,00% |
15/11/2024 | 0,89% | 2,06 CHF | 2,08 CHF | 97 000 | 97 000 | 94 153 | 94 153 | 211 590 CHF | 213 473 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 2,52 CHF | 2,54 CHF | 90 000 | 90 000 | 89 816 | 89 816 | 225 360 CHF | 227 156 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 2,51 CHF | 2,53 CHF | 90 000 | 90 000 | 90 469 | 90 469 | 223 414 CHF | 225 223 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 2,55 CHF | 2,57 CHF | 89 000 | 89 000 | 89 469 | 89 469 | 226 591 CHF | 228 381 CHF | 99,93% | 99,93% |
11/11/2024 | 0,80% | 2,48 CHF | 2,50 CHF | 90 000 | 90 000 | 90 078 | 90 078 | 225 184 CHF | 226 985 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 2,44 CHF | 2,46 CHF | 91 000 | 91 000 | 91 382 | 91 382 | 220 727 CHF | 222 555 CHF | 98,94% | 98,94% |
07/11/2024 | 0,84% | 2,42 CHF | 2,44 CHF | 91 000 | 91 000 | 91 897 | 91 897 | 218 786 CHF | 220 624 CHF | 100,00% | 100,00% |