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 | 0,82% | 2,36 CHF | 2,37 CHF | 76 000 | 76 000 | 50 603 | 50 603 | 118 752 CHF | 119 646 CHF | 100,00% | 100,00% |
19/11/2024 | 0,84% | 2,34 CHF | 2,35 CHF | 76 000 | 76 000 | 49 919 | 49 919 | 114 886 CHF | 115 766 CHF | 98,99% | 98,99% |
18/11/2024 | 0,83% | 2,34 CHF | 2,35 CHF | 75 000 | 75 000 | 49 984 | 49 984 | 116 036 CHF | 116 921 CHF | 100,00% | 100,00% |
15/11/2024 | 0,86% | 2,34 CHF | 2,35 CHF | 75 000 | 75 000 | 49 152 | 49 152 | 113 229 CHF | 114 126 CHF | 71,90% | 71,90% |
14/11/2024 | 0,85% | 2,25 CHF | 2,26 CHF | 72 000 | 72 000 | 48 363 | 48 363 | 109 369 CHF | 110 225 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 2,32 CHF | 2,33 CHF | 75 000 | 75 000 | 50 887 | 50 887 | 119 146 CHF | 120 047 CHF | 99,88% | 99,88% |
12/11/2024 | 0,84% | 2,36 CHF | 2,37 CHF | 77 000 | 77 000 | 50 011 | 50 011 | 115 067 CHF | 115 950 CHF | 99,96% | 99,96% |
11/11/2024 | 0,88% | 2,25 CHF | 2,26 CHF | 73 000 | 73 000 | 47 783 | 47 783 | 104 205 CHF | 105 049 CHF | 99,82% | 99,82% |
08/11/2024 | 0,90% | 2,13 CHF | 2,14 CHF | 71 000 | 71 000 | 47 754 | 47 754 | 102 258 CHF | 103 102 CHF | 99,79% | 99,79% |
07/11/2024 | 0,86% | 2,15 CHF | 2,16 CHF | 72 000 | 72 000 | 49 132 | 49 132 | 108 399 CHF | 109 271 CHF | 99,99% | 99,99% |