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 | 0,73% | 2,51 CHF | 2,52 CHF | 114 000 | 114 000 | 49 667 | 49 667 | 126 714 CHF | 127 475 CHF | 99,89% | 99,89% |
19/11/2024 | 0,66% | 2,71 CHF | 2,72 CHF | 118 000 | 118 000 | 51 725 | 51 725 | 139 976 CHF | 140 754 CHF | 99,86% | 99,86% |
18/11/2024 | 0,70% | 2,73 CHF | 2,74 CHF | 118 000 | 118 000 | 50 949 | 50 949 | 134 303 CHF | 135 063 CHF | 97,65% | 97,65% |
15/11/2024 | 0,81% | 2,46 CHF | 2,47 CHF | 112 000 | 112 000 | 47 280 | 47 280 | 108 854 CHF | 109 561 CHF | 99,58% | 99,58% |
14/11/2024 | 0,93% | 2,03 CHF | 2,04 CHF | 105 000 | 105 000 | 46 860 | 46 860 | 92 907 CHF | 93 614 CHF | 100,00% | 100,00% |
13/11/2024 | 0,96% | 1,84 CHF | 1,85 CHF | 103 000 | 103 000 | 46 301 | 46 301 | 85 866 CHF | 86 567 CHF | 100,00% | 100,00% |
12/11/2024 | 0,99% | 1,89 CHF | 1,90 CHF | 104 000 | 104 000 | 46 386 | 46 386 | 84 619 CHF | 85 321 CHF | 99,80% | 99,80% |
11/11/2024 | 1,02% | 1,68 CHF | 1,69 CHF | 102 000 | 102 000 | 45 811 | 45 811 | 79 513 CHF | 80 207 CHF | 99,89% | 99,89% |
08/11/2024 | 1,56% | 1,79 CHF | 1,80 CHF | 104 000 | 104 000 | 47 767 | 47 767 | 91 988 CHF | 93 099 CHF | 98,93% | 98,93% |
07/11/2024 | 1,41% | 2,09 CHF | 2,10 CHF | 109 000 | 109 000 | 49 026 | 49 026 | 106 038 CHF | 107 183 CHF | 99,90% | 99,90% |