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 | 0,91% | 2,19 CHF | 2,21 CHF | 50 200 | 50 200 | 50 200 | 50 200 | 109 681 CHF | 110 685 CHF | 100,00% | 100,00% |
19/11/2024 | 0,98% | 2,03 CHF | 2,05 CHF | 52 700 | 52 700 | 51 674 | 51 674 | 105 043 CHF | 106 077 CHF | 99,90% | 99,90% |
18/11/2024 | 0,95% | 2,05 CHF | 2,07 CHF | 49 800 | 49 800 | 49 985 | 49 985 | 104 400 CHF | 105 399 CHF | 100,00% | 100,00% |
15/11/2024 | 0,96% | 2,07 CHF | 2,09 CHF | 49 500 | 49 500 | 49 500 | 49 500 | 103 177 CHF | 104 167 CHF | 100,00% | 100,00% |
14/11/2024 | 0,98% | 2,10 CHF | 2,12 CHF | 49 500 | 49 500 | 50 496 | 50 496 | 103 008 CHF | 104 018 CHF | 100,00% | 100,00% |
13/11/2024 | 0,95% | 2,08 CHF | 2,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 104 535 CHF | 105 535 CHF | 100,00% | 100,00% |
12/11/2024 | 0,94% | 2,08 CHF | 2,10 CHF | 48 200 | 48 200 | 48 200 | 48 200 | 102 070 CHF | 103 034 CHF | 99,92% | 99,92% |
11/11/2024 | 0,90% | 2,21 CHF | 2,23 CHF | 47 800 | 47 800 | 47 800 | 47 800 | 105 888 CHF | 106 844 CHF | 100,00% | 100,00% |
08/11/2024 | 0,91% | 2,17 CHF | 2,19 CHF | 44 200 | 44 200 | 44 200 | 44 200 | 97 200 CHF | 98 084 CHF | 98,95% | 98,95% |
07/11/2024 | 0,83% | 2,45 CHF | 2,47 CHF | 48 600 | 48 600 | 48 600 | 48 600 | 116 750 CHF | 117 722 CHF | 100,00% | 100,00% |