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 | 0,35% | 2,92 CHF | 2,93 CHF | 104 000 | 104 000 | 102 740 | 102 740 | 293 234 CHF | 294 261 CHF | 100,00% | 100,00% |
19/11/2024 | 0,35% | 2,87 CHF | 2,88 CHF | 103 000 | 103 000 | 102 765 | 102 765 | 291 798 CHF | 292 825 CHF | 100,00% | 100,00% |
18/11/2024 | 0,34% | 2,84 CHF | 2,85 CHF | 102 000 | 102 000 | 103 166 | 103 166 | 299 182 CHF | 300 214 CHF | 100,00% | 100,00% |
15/11/2024 | 0,38% | 2,74 CHF | 2,75 CHF | 100 000 | 100 000 | 98 716 | 98 716 | 262 269 CHF | 263 256 CHF | 100,00% | 100,00% |
14/11/2024 | 0,40% | 2,45 CHF | 2,46 CHF | 96 000 | 96 000 | 96 674 | 96 674 | 243 087 CHF | 244 054 CHF | 100,00% | 100,00% |
13/11/2024 | 0,35% | 2,86 CHF | 2,87 CHF | 103 000 | 103 000 | 102 417 | 102 417 | 293 826 CHF | 294 850 CHF | 100,00% | 100,00% |
12/11/2024 | 0,37% | 2,81 CHF | 2,82 CHF | 102 000 | 102 000 | 100 023 | 100 023 | 277 603 CHF | 278 606 CHF | 100,00% | 100,00% |
11/11/2024 | 0,35% | 2,82 CHF | 2,83 CHF | 102 000 | 102 000 | 101 337 | 101 337 | 285 350 CHF | 286 363 CHF | 100,00% | 100,00% |
08/11/2024 | 0,34% | 2,92 CHF | 2,93 CHF | 103 000 | 103 000 | 102 718 | 102 718 | 298 598 CHF | 299 625 CHF | 100,00% | 100,00% |
07/11/2024 | 0,34% | 2,90 CHF | 2,91 CHF | 102 000 | 102 000 | 102 628 | 102 628 | 301 184 CHF | 302 210 CHF | 100,00% | 100,00% |