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 | 0,76% | 2,55 CHF | 2,56 CHF | 76 000 | 76 000 | 50 568 | 50 568 | 128 165 CHF | 129 058 CHF | 100,00% | 100,00% |
19/11/2024 | 0,77% | 2,53 CHF | 2,54 CHF | 76 000 | 76 000 | 49 903 | 49 903 | 124 158 CHF | 125 037 CHF | 98,98% | 98,98% |
18/11/2024 | 0,77% | 2,52 CHF | 2,53 CHF | 75 000 | 75 000 | 49 987 | 49 987 | 125 396 CHF | 126 281 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 2,53 CHF | 2,54 CHF | 75 000 | 75 000 | 49 035 | 49 035 | 122 105 CHF | 123 002 CHF | 71,52% | 71,52% |
14/11/2024 | 0,78% | 2,44 CHF | 2,45 CHF | 72 000 | 72 000 | 48 392 | 48 392 | 118 512 CHF | 119 368 CHF | 100,00% | 100,00% |
13/11/2024 | 0,76% | 2,51 CHF | 2,52 CHF | 75 000 | 75 000 | 50 934 | 50 934 | 128 826 CHF | 129 728 CHF | 99,89% | 99,89% |
12/11/2024 | 0,77% | 2,55 CHF | 2,56 CHF | 77 000 | 77 000 | 50 036 | 50 036 | 124 460 CHF | 125 343 CHF | 99,96% | 99,96% |
11/11/2024 | 0,81% | 2,44 CHF | 2,45 CHF | 74 000 | 74 000 | 47 804 | 47 804 | 113 142 CHF | 113 986 CHF | 99,82% | 99,82% |
08/11/2024 | 0,83% | 2,31 CHF | 2,32 CHF | 71 000 | 71 000 | 47 762 | 47 762 | 111 080 CHF | 111 925 CHF | 99,79% | 99,79% |
07/11/2024 | 0,80% | 2,34 CHF | 2,35 CHF | 72 000 | 72 000 | 49 215 | 49 215 | 117 730 CHF | 118 603 CHF | 99,99% | 99,99% |