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 | 0,50% | 2,06 CHF | 2,07 CHF | 102 000 | 102 000 | 40 241 | 40 241 | 83 545 CHF | 83 950 CHF | 99,75% | 99,75% |
19/11/2024 | 0,53% | 2,03 CHF | 2,04 CHF | 104 000 | 104 000 | 41 865 | 41 865 | 81 795 CHF | 82 214 CHF | 99,97% | 99,97% |
18/11/2024 | 0,54% | 1,97 CHF | 1,98 CHF | 104 000 | 104 000 | 40 612 | 40 612 | 76 890 CHF | 77 296 CHF | 99,88% | 99,88% |
15/11/2024 | 0,48% | 1,95 CHF | 1,96 CHF | 104 000 | 104 000 | 40 307 | 40 307 | 83 398 CHF | 83 802 CHF | 99,22% | 99,22% |
14/11/2024 | 0,44% | 2,29 CHF | 2,30 CHF | 98 000 | 98 000 | 38 901 | 38 901 | 89 124 CHF | 89 514 CHF | 100,00% | 100,00% |
13/11/2024 | 0,43% | 2,24 CHF | 2,25 CHF | 100 000 | 100 000 | 39 023 | 39 023 | 91 053 CHF | 91 444 CHF | 100,00% | 100,00% |
12/11/2024 | 0,56% | 2,42 CHF | 2,43 CHF | 98 000 | 98 000 | 36 005 | 36 005 | 88 628 CHF | 88 995 CHF | 95,89% | 99,82% |
11/11/2024 | 0,38% | 2,53 CHF | 2,54 CHF | 96 000 | 96 000 | 36 712 | 36 712 | 95 693 CHF | 96 060 CHF | 99,59% | 99,59% |
08/11/2024 | 0,37% | 2,65 CHF | 2,66 CHF | 94 000 | 94 000 | 36 250 | 36 250 | 99 038 CHF | 99 401 CHF | 100,00% | 100,00% |
07/11/2024 | 0,78% | 2,90 CHF | 2,91 CHF | 90 000 | 90 000 | 28 565 | 28 565 | 76 624 CHF | 76 996 CHF | 98,05% | 98,05% |