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 | 0,37% | 2,73 CHF | 2,74 CHF | 104 000 | 104 000 | 102 740 | 102 740 | 274 083 CHF | 275 110 CHF | 100,00% | 100,00% |
19/11/2024 | 0,38% | 2,68 CHF | 2,69 CHF | 103 000 | 103 000 | 102 765 | 102 765 | 272 664 CHF | 273 691 CHF | 100,00% | 100,00% |
18/11/2024 | 0,37% | 2,65 CHF | 2,66 CHF | 102 000 | 102 000 | 103 166 | 103 166 | 279 913 CHF | 280 944 CHF | 100,00% | 100,00% |
15/11/2024 | 0,40% | 2,55 CHF | 2,56 CHF | 100 000 | 100 000 | 98 716 | 98 716 | 243 809 CHF | 244 796 CHF | 100,00% | 100,00% |
14/11/2024 | 0,43% | 2,27 CHF | 2,28 CHF | 96 000 | 96 000 | 96 674 | 96 674 | 224 996 CHF | 225 962 CHF | 100,00% | 100,00% |
13/11/2024 | 0,37% | 2,68 CHF | 2,69 CHF | 103 000 | 103 000 | 102 417 | 102 417 | 274 626 CHF | 275 650 CHF | 100,00% | 100,00% |
12/11/2024 | 0,39% | 2,62 CHF | 2,63 CHF | 102 000 | 102 000 | 100 023 | 100 023 | 258 918 CHF | 259 921 CHF | 100,00% | 100,00% |
11/11/2024 | 0,38% | 2,63 CHF | 2,64 CHF | 102 000 | 102 000 | 101 337 | 101 337 | 266 397 CHF | 267 411 CHF | 100,00% | 100,00% |
08/11/2024 | 0,37% | 2,74 CHF | 2,75 CHF | 103 000 | 103 000 | 102 718 | 102 718 | 279 327 CHF | 280 354 CHF | 100,00% | 100,00% |
07/11/2024 | 0,36% | 2,72 CHF | 2,73 CHF | 102 000 | 102 000 | 102 628 | 102 628 | 281 883 CHF | 282 909 CHF | 100,00% | 100,00% |