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 | 0,54% | 1,87 CHF | 1,88 CHF | 102 000 | 102 000 | 40 242 | 40 242 | 76 038 CHF | 76 443 CHF | 99,75% | 99,75% |
19/11/2024 | 0,58% | 1,85 CHF | 1,86 CHF | 104 000 | 104 000 | 41 865 | 41 865 | 74 051 CHF | 74 471 CHF | 99,97% | 99,97% |
18/11/2024 | 0,60% | 1,78 CHF | 1,79 CHF | 104 000 | 104 000 | 40 615 | 40 615 | 69 341 CHF | 69 748 CHF | 99,89% | 99,89% |
15/11/2024 | 0,52% | 1,76 CHF | 1,77 CHF | 104 000 | 104 000 | 40 306 | 40 306 | 75 847 CHF | 76 251 CHF | 99,22% | 99,22% |
14/11/2024 | 0,48% | 2,10 CHF | 2,11 CHF | 98 000 | 98 000 | 38 901 | 38 901 | 81 861 CHF | 82 250 CHF | 100,00% | 100,00% |
13/11/2024 | 0,47% | 2,05 CHF | 2,06 CHF | 100 000 | 100 000 | 39 019 | 39 019 | 83 826 CHF | 84 217 CHF | 100,00% | 100,00% |
12/11/2024 | 0,60% | 2,23 CHF | 2,24 CHF | 98 000 | 98 000 | 36 005 | 36 005 | 81 955 CHF | 82 323 CHF | 95,89% | 99,82% |
11/11/2024 | 0,41% | 2,35 CHF | 2,36 CHF | 96 000 | 96 000 | 36 713 | 36 713 | 88 919 CHF | 89 287 CHF | 99,59% | 99,59% |
08/11/2024 | 0,39% | 2,47 CHF | 2,48 CHF | 94 000 | 94 000 | 36 250 | 36 250 | 92 416 CHF | 92 779 CHF | 100,00% | 100,00% |
07/11/2024 | 0,85% | 2,72 CHF | 2,73 CHF | 90 000 | 90 000 | 28 564 | 28 564 | 71 388 CHF | 71 760 CHF | 98,05% | 98,05% |