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 | 0,53% | 1,97 CHF | 1,98 CHF | 124 000 | 124 000 | 55 090 | 55 090 | 107 133 CHF | 107 685 CHF | 99,89% | 99,89% |
19/11/2024 | 0,54% | 1,92 CHF | 1,93 CHF | 122 000 | 122 000 | 53 230 | 53 230 | 101 422 CHF | 101 956 CHF | 100,00% | 100,00% |
18/11/2024 | 0,85% | 1,91 CHF | 1,92 CHF | 122 000 | 122 000 | 53 568 | 53 568 | 99 284 CHF | 99 978 CHF | 99,89% | 99,89% |
15/11/2024 | 0,85% | 1,82 CHF | 1,83 CHF | 118 000 | 118 000 | 47 069 | 47 069 | 85 626 CHF | 86 194 CHF | 99,45% | 99,45% |
14/11/2024 | 0,85% | 1,82 CHF | 1,83 CHF | 118 000 | 118 000 | 53 075 | 53 075 | 96 636 CHF | 97 326 CHF | 100,00% | 100,00% |
13/11/2024 | 0,86% | 1,81 CHF | 1,82 CHF | 118 000 | 118 000 | 53 084 | 53 084 | 95 476 CHF | 96 165 CHF | 100,00% | 100,00% |
12/11/2024 | 0,85% | 1,80 CHF | 1,81 CHF | 118 000 | 118 000 | 53 099 | 53 099 | 95 744 CHF | 96 434 CHF | 99,85% | 99,85% |
11/11/2024 | 0,85% | 1,80 CHF | 1,81 CHF | 118 000 | 118 000 | 53 068 | 53 068 | 95 774 CHF | 96 464 CHF | 99,59% | 99,59% |
08/11/2024 | 0,56% | 1,80 CHF | 1,81 CHF | 120 000 | 120 000 | 54 252 | 54 252 | 98 453 CHF | 98 996 CHF | 99,23% | 99,23% |
07/11/2024 | 0,63% | 1,81 CHF | 1,82 CHF | 120 000 | 120 000 | 52 349 | 52 349 | 94 916 CHF | 95 466 CHF | 99,90% | 99,90% |