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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,50% | 1,98 CHF | 1,99 CHF | 10 290 | 10 290 | 10 280 | 10 280 | 20 794 CHF | 20 897 CHF | 99,98% | 99,98% |
20/11/2024 | 0,50% | 2,05 CHF | 2,06 CHF | 10 400 | 10 400 | 10 216 | 10 216 | 20 480 CHF | 20 582 CHF | 100,00% | 100,00% |
19/11/2024 | 0,49% | 2,08 CHF | 2,09 CHF | 10 440 | 10 440 | 10 316 | 10 316 | 21 216 CHF | 21 319 CHF | 98,80% | 98,80% |
18/11/2024 | 0,51% | 1,94 CHF | 1,95 CHF | 10 190 | 10 190 | 10 139 | 10 139 | 19 954 CHF | 20 055 CHF | 100,00% | 100,00% |
15/11/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 10 240 | 10 240 | 10 203 | 10 203 | 19 945 CHF | 20 047 CHF | 72,16% | 72,16% |
14/11/2024 | 0,50% | 1,98 CHF | 1,99 CHF | 10 240 | 10 240 | 10 228 | 10 228 | 20 629 CHF | 20 731 CHF | 100,00% | 100,00% |
13/11/2024 | 0,48% | 2,08 CHF | 2,09 CHF | 10 450 | 10 450 | 10 361 | 10 361 | 21 658 CHF | 21 762 CHF | 99,46% | 99,46% |
12/11/2024 | 0,50% | 2,14 CHF | 2,15 CHF | 10 570 | 10 570 | 10 211 | 10 211 | 20 517 CHF | 20 619 CHF | 100,00% | 100,00% |
11/11/2024 | 0,55% | 1,86 CHF | 1,87 CHF | 10 020 | 10 020 | 9 861 | 9 861 | 17 932 CHF | 18 030 CHF | 100,00% | 100,00% |
08/11/2024 | 0,55% | 1,86 CHF | 1,87 CHF | 10 030 | 10 030 | 9 890 | 9 890 | 18 193 CHF | 18 292 CHF | 100,00% | 100,00% |