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 | 102 000 | 102 000 | 40 242 | 40 242 | 91 047 CHF | 91 452 CHF | 99,75% | 99,75% |
19/11/2024 | 0,48% | 2,22 CHF | 2,23 CHF | 104 000 | 104 000 | 41 864 | 41 864 | 89 604 CHF | 90 023 CHF | 99,97% | 99,97% |
18/11/2024 | 0,49% | 2,15 CHF | 2,16 CHF | 104 000 | 104 000 | 40 615 | 40 615 | 84 507 CHF | 84 914 CHF | 99,89% | 99,89% |
15/11/2024 | 0,44% | 2,14 CHF | 2,15 CHF | 104 000 | 104 000 | 40 306 | 40 306 | 90 920 CHF | 91 324 CHF | 99,22% | 99,22% |
14/11/2024 | 0,41% | 2,48 CHF | 2,49 CHF | 98 000 | 98 000 | 38 906 | 38 906 | 96 422 CHF | 96 812 CHF | 100,00% | 100,00% |
13/11/2024 | 0,40% | 2,43 CHF | 2,44 CHF | 100 000 | 100 000 | 39 019 | 39 019 | 98 325 CHF | 98 716 CHF | 100,00% | 100,00% |
12/11/2024 | 0,52% | 2,60 CHF | 2,61 CHF | 98 000 | 98 000 | 35 996 | 35 996 | 95 301 CHF | 95 669 CHF | 95,89% | 99,82% |
11/11/2024 | 0,36% | 2,72 CHF | 2,73 CHF | 96 000 | 96 000 | 36 715 | 36 715 | 102 505 CHF | 102 873 CHF | 99,59% | 99,59% |
08/11/2024 | 0,34% | 2,83 CHF | 2,84 CHF | 94 000 | 94 000 | 36 252 | 36 252 | 105 707 CHF | 106 070 CHF | 100,00% | 100,00% |
07/11/2024 | 0,72% | 3,09 CHF | 3,10 CHF | 90 000 | 90 000 | 28 566 | 28 566 | 81 858 CHF | 82 231 CHF | 98,05% | 98,05% |