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 | 0,82% | 2,43 CHF | 2,45 CHF | 96 000 | 96 000 | 96 275 | 96 275 | 234 534 CHF | 236 460 CHF | 100,00% | 100,00% |
19/11/2024 | 0,85% | 2,39 CHF | 2,41 CHF | 97 000 | 97 000 | 97 924 | 97 924 | 230 729 CHF | 232 688 CHF | 99,90% | 99,90% |
18/11/2024 | 0,84% | 2,36 CHF | 2,38 CHF | 98 000 | 98 000 | 97 903 | 97 903 | 231 076 CHF | 233 034 CHF | 100,00% | 100,00% |
15/11/2024 | 0,78% | 2,38 CHF | 2,40 CHF | 97 000 | 97 000 | 94 152 | 94 152 | 241 483 CHF | 243 366 CHF | 100,00% | 100,00% |
14/11/2024 | 0,71% | 2,84 CHF | 2,86 CHF | 90 000 | 90 000 | 89 816 | 89 816 | 253 873 CHF | 255 669 CHF | 100,00% | 100,00% |
13/11/2024 | 0,72% | 2,83 CHF | 2,85 CHF | 90 000 | 90 000 | 90 469 | 90 469 | 252 135 CHF | 253 945 CHF | 100,00% | 100,00% |
12/11/2024 | 0,70% | 2,86 CHF | 2,88 CHF | 89 000 | 89 000 | 89 469 | 89 469 | 254 998 CHF | 256 788 CHF | 99,91% | 99,91% |
11/11/2024 | 0,71% | 2,80 CHF | 2,82 CHF | 90 000 | 90 000 | 90 078 | 90 078 | 253 731 CHF | 255 533 CHF | 100,00% | 100,00% |
08/11/2024 | 0,73% | 2,76 CHF | 2,78 CHF | 91 000 | 91 000 | 91 382 | 91 382 | 249 719 CHF | 251 547 CHF | 98,96% | 98,96% |
07/11/2024 | 0,74% | 2,74 CHF | 2,76 CHF | 91 000 | 91 000 | 91 896 | 91 896 | 247 917 CHF | 249 755 CHF | 100,00% | 100,00% |