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 | 0,48% | 2,17 CHF | 2,20 CHF | 17 000 | 17 000 | 106 235 | 106 235 | 234 791 CHF | 235 863 CHF | 98,90% | 98,90% |
19/11/2024 | 0,45% | 2,25 CHF | 2,28 CHF | 17 000 | 17 000 | 109 988 | 109 988 | 258 570 CHF | 259 680 CHF | 98,71% | 98,71% |
18/11/2024 | 0,45% | 2,37 CHF | 2,40 CHF | 18 000 | 18 000 | 109 138 | 109 138 | 257 990 CHF | 259 092 CHF | 98,94% | 98,94% |
15/11/2024 | 0,47% | 2,31 CHF | 2,34 CHF | 17 000 | 17 000 | 106 822 | 106 822 | 243 177 CHF | 244 256 CHF | 98,94% | 98,94% |
14/11/2024 | 0,51% | 2,09 CHF | 2,12 CHF | 16 000 | 16 000 | 103 250 | 103 250 | 215 495 CHF | 216 537 CHF | 98,85% | 98,85% |
13/11/2024 | 0,50% | 2,04 CHF | 2,07 CHF | 16 000 | 16 000 | 103 244 | 103 244 | 218 579 CHF | 219 622 CHF | 98,87% | 98,87% |
12/11/2024 | 0,50% | 2,12 CHF | 2,15 CHF | 16 000 | 16 000 | 103 311 | 103 311 | 217 619 CHF | 218 662 CHF | 98,73% | 98,73% |
11/11/2024 | 0,52% | 1,97 CHF | 2,00 CHF | 16 000 | 16 000 | 101 255 | 101 255 | 205 410 CHF | 206 433 CHF | 98,90% | 98,90% |
08/11/2024 | 0,49% | 2,12 CHF | 2,15 CHF | 16 000 | 16 000 | 104 247 | 104 247 | 225 316 CHF | 226 369 CHF | 97,80% | 97,80% |
07/11/2024 | 0,48% | 2,20 CHF | 2,23 CHF | 17 000 | 17 000 | 104 750 | 104 750 | 232 469 CHF | 233 527 CHF | 98,90% | 98,90% |