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 | 0,52% | 2,00 CHF | 2,01 CHF | 124 000 | 124 000 | 55 093 | 55 093 | 108 697 CHF | 109 249 CHF | 99,90% | 99,90% |
19/11/2024 | 0,53% | 1,95 CHF | 1,96 CHF | 122 000 | 122 000 | 53 231 | 53 231 | 102 975 CHF | 103 509 CHF | 100,00% | 100,00% |
18/11/2024 | 0,84% | 1,94 CHF | 1,95 CHF | 122 000 | 122 000 | 53 570 | 53 570 | 100 904 CHF | 101 598 CHF | 99,90% | 99,90% |
15/11/2024 | 0,83% | 1,85 CHF | 1,86 CHF | 118 000 | 118 000 | 47 069 | 47 069 | 87 056 CHF | 87 624 CHF | 99,45% | 99,45% |
14/11/2024 | 0,84% | 1,85 CHF | 1,86 CHF | 118 000 | 118 000 | 53 075 | 53 075 | 98 242 CHF | 98 931 CHF | 100,00% | 100,00% |
13/11/2024 | 0,84% | 1,84 CHF | 1,85 CHF | 118 000 | 118 000 | 53 085 | 53 085 | 97 075 CHF | 97 765 CHF | 100,00% | 100,00% |
12/11/2024 | 0,84% | 1,83 CHF | 1,84 CHF | 118 000 | 118 000 | 53 086 | 53 086 | 97 316 CHF | 98 006 CHF | 99,88% | 99,88% |
11/11/2024 | 0,84% | 1,83 CHF | 1,84 CHF | 118 000 | 118 000 | 53 075 | 53 075 | 97 382 CHF | 98 073 CHF | 99,56% | 99,56% |
08/11/2024 | 0,55% | 1,83 CHF | 1,84 CHF | 120 000 | 120 000 | 54 268 | 54 268 | 100 073 CHF | 100 617 CHF | 99,16% | 99,16% |
07/11/2024 | 0,62% | 1,84 CHF | 1,85 CHF | 120 000 | 120 000 | 52 349 | 52 349 | 96 443 CHF | 96 993 CHF | 99,90% | 99,90% |