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 | 0,45% | 2,34 CHF | 2,37 CHF | 17 000 | 17 000 | 106 235 | 106 235 | 252 752 CHF | 253 825 CHF | 98,90% | 98,90% |
19/11/2024 | 0,42% | 2,42 CHF | 2,45 CHF | 17 000 | 17 000 | 109 989 | 109 989 | 277 133 CHF | 278 244 CHF | 98,75% | 98,75% |
18/11/2024 | 0,42% | 2,54 CHF | 2,57 CHF | 18 000 | 18 000 | 109 137 | 109 137 | 276 492 CHF | 277 594 CHF | 98,94% | 98,94% |
15/11/2024 | 0,43% | 2,48 CHF | 2,51 CHF | 17 000 | 17 000 | 106 821 | 106 821 | 261 324 CHF | 262 403 CHF | 98,94% | 98,94% |
14/11/2024 | 0,47% | 2,26 CHF | 2,29 CHF | 16 000 | 16 000 | 103 250 | 103 250 | 233 009 CHF | 234 051 CHF | 98,85% | 98,85% |
13/11/2024 | 0,46% | 2,21 CHF | 2,24 CHF | 16 000 | 16 000 | 103 244 | 103 244 | 236 102 CHF | 237 145 CHF | 98,87% | 98,87% |
12/11/2024 | 0,47% | 2,28 CHF | 2,31 CHF | 16 000 | 16 000 | 103 312 | 103 312 | 235 147 CHF | 236 190 CHF | 98,77% | 98,77% |
11/11/2024 | 0,48% | 2,14 CHF | 2,17 CHF | 16 000 | 16 000 | 101 255 | 101 255 | 222 614 CHF | 223 637 CHF | 98,90% | 98,90% |
08/11/2024 | 0,46% | 2,29 CHF | 2,32 CHF | 16 000 | 16 000 | 104 247 | 104 247 | 243 065 CHF | 244 118 CHF | 97,83% | 97,83% |
07/11/2024 | 0,44% | 2,38 CHF | 2,41 CHF | 17 000 | 17 000 | 104 751 | 104 751 | 250 365 CHF | 251 422 CHF | 98,90% | 98,90% |