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 | 0,46% | 2,24 CHF | 2,25 CHF | 124 000 | 124 000 | 55 094 | 55 094 | 122 126 CHF | 122 678 CHF | 99,90% | 99,90% |
19/11/2024 | 0,47% | 2,19 CHF | 2,20 CHF | 122 000 | 122 000 | 53 233 | 53 233 | 115 837 CHF | 116 370 CHF | 100,00% | 100,00% |
18/11/2024 | 0,74% | 2,18 CHF | 2,19 CHF | 122 000 | 122 000 | 53 569 | 53 569 | 113 922 CHF | 114 615 CHF | 99,90% | 99,90% |
15/11/2024 | 0,74% | 2,10 CHF | 2,11 CHF | 118 000 | 118 000 | 47 070 | 47 070 | 98 474 CHF | 99 042 CHF | 99,45% | 99,45% |
14/11/2024 | 0,74% | 2,09 CHF | 2,10 CHF | 118 000 | 118 000 | 53 075 | 53 075 | 111 159 CHF | 111 848 CHF | 100,00% | 100,00% |
13/11/2024 | 0,75% | 2,08 CHF | 2,09 CHF | 118 000 | 118 000 | 53 082 | 53 082 | 109 853 CHF | 110 542 CHF | 100,00% | 100,00% |
12/11/2024 | 0,74% | 2,07 CHF | 2,08 CHF | 118 000 | 118 000 | 53 100 | 53 100 | 110 148 CHF | 110 838 CHF | 99,85% | 99,85% |
11/11/2024 | 0,74% | 2,07 CHF | 2,08 CHF | 118 000 | 118 000 | 53 076 | 53 076 | 110 157 CHF | 110 847 CHF | 99,55% | 99,55% |
08/11/2024 | 0,49% | 2,07 CHF | 2,08 CHF | 120 000 | 120 000 | 54 194 | 54 194 | 112 890 CHF | 113 433 CHF | 99,47% | 99,47% |
07/11/2024 | 0,55% | 2,08 CHF | 2,09 CHF | 120 000 | 120 000 | 52 349 | 52 349 | 108 968 CHF | 109 518 CHF | 99,90% | 99,90% |