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 | 0,91% | 1,97 CHF | 1,98 CHF | 58 000 | 58 000 | 26 197 | 26 197 | 51 550 CHF | 51 949 CHF | 99,06% | 99,06% |
19/11/2024 | 0,92% | 1,96 CHF | 1,97 CHF | 58 000 | 58 000 | 26 257 | 26 257 | 51 501 CHF | 51 901 CHF | 100,00% | 100,00% |
18/11/2024 | 0,87% | 2,03 CHF | 2,04 CHF | 57 000 | 57 000 | 25 888 | 25 888 | 53 070 CHF | 53 464 CHF | 99,87% | 99,87% |
15/11/2024 | 0,89% | 2,06 CHF | 2,07 CHF | 57 000 | 57 000 | 26 024 | 26 024 | 52 602 CHF | 53 000 CHF | 99,72% | 99,72% |
14/11/2024 | 0,86% | 2,09 CHF | 2,10 CHF | 57 000 | 57 000 | 25 347 | 25 347 | 53 458 CHF | 53 842 CHF | 98,61% | 98,61% |
13/11/2024 | 0,87% | 2,14 CHF | 2,15 CHF | 56 000 | 56 000 | 25 777 | 25 777 | 53 823 CHF | 54 215 CHF | 100,00% | 100,00% |
12/11/2024 | 0,84% | 2,07 CHF | 2,08 CHF | 57 000 | 57 000 | 25 590 | 25 590 | 54 148 CHF | 54 536 CHF | 99,88% | 99,88% |
11/11/2024 | 0,87% | 2,12 CHF | 2,13 CHF | 57 000 | 57 000 | 25 419 | 25 419 | 53 773 CHF | 54 162 CHF | 99,76% | 99,76% |
08/11/2024 | 0,91% | 2,05 CHF | 2,06 CHF | 58 000 | 58 000 | 26 551 | 26 551 | 52 556 CHF | 52 958 CHF | 98,52% | 98,52% |
07/11/2024 | 0,87% | 1,98 CHF | 1,99 CHF | 59 000 | 59 000 | 26 261 | 26 261 | 53 678 CHF | 54 077 CHF | 100,00% | 100,00% |