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 | 0,51% | 2,04 CHF | 2,07 CHF | 17 000 | 17 000 | 106 235 | 106 235 | 221 102 CHF | 222 175 CHF | 98,90% | 98,90% |
19/11/2024 | 0,48% | 2,12 CHF | 2,15 CHF | 17 000 | 17 000 | 109 990 | 109 990 | 244 414 CHF | 245 524 CHF | 98,74% | 98,74% |
18/11/2024 | 0,47% | 2,25 CHF | 2,28 CHF | 18 000 | 18 000 | 109 137 | 109 137 | 243 875 CHF | 244 978 CHF | 98,94% | 98,94% |
15/11/2024 | 0,49% | 2,18 CHF | 2,21 CHF | 17 000 | 17 000 | 106 822 | 106 822 | 229 335 CHF | 230 414 CHF | 98,94% | 98,94% |
14/11/2024 | 0,54% | 1,96 CHF | 1,99 CHF | 16 000 | 16 000 | 103 250 | 103 250 | 202 136 CHF | 203 179 CHF | 98,85% | 98,85% |
13/11/2024 | 0,53% | 1,91 CHF | 1,94 CHF | 16 000 | 16 000 | 103 244 | 103 244 | 205 212 CHF | 206 254 CHF | 98,87% | 98,87% |
12/11/2024 | 0,54% | 1,99 CHF | 2,02 CHF | 16 000 | 16 000 | 103 312 | 103 312 | 204 262 CHF | 205 305 CHF | 98,76% | 98,76% |
11/11/2024 | 0,56% | 1,84 CHF | 1,87 CHF | 16 000 | 16 000 | 101 255 | 101 255 | 192 285 CHF | 193 308 CHF | 98,90% | 98,90% |
08/11/2024 | 0,52% | 1,99 CHF | 2,02 CHF | 16 000 | 16 000 | 104 247 | 104 247 | 211 778 CHF | 212 830 CHF | 97,82% | 97,82% |
07/11/2024 | 0,51% | 2,07 CHF | 2,10 CHF | 17 000 | 17 000 | 104 752 | 104 752 | 218 819 CHF | 219 877 CHF | 98,90% | 98,90% |