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 | 0,61% | 2,93 CHF | 2,94 CHF | 200 000 | 200 000 | 89 141 | 89 141 | 261 195 CHF | 262 544 CHF | 99,90% | 99,90% |
19/11/2024 | 0,61% | 2,91 CHF | 2,92 CHF | 200 000 | 200 000 | 89 173 | 89 173 | 259 483 CHF | 260 831 CHF | 100,00% | 100,00% |
18/11/2024 | 0,60% | 3,02 CHF | 3,03 CHF | 200 000 | 200 000 | 88 892 | 88 892 | 266 399 CHF | 267 745 CHF | 99,90% | 99,90% |
15/11/2024 | 0,60% | 3,04 CHF | 3,05 CHF | 190 000 | 190 000 | 87 823 | 87 823 | 263 627 CHF | 264 963 CHF | 99,90% | 99,90% |
14/11/2024 | 1,03% | 3,01 CHF | 3,02 CHF | 200 000 | 200 000 | 65 660 | 65 660 | 198 102 CHF | 199 330 CHF | 96,46% | 96,46% |
13/11/2024 | 0,58% | 3,06 CHF | 3,07 CHF | 190 000 | 190 000 | 85 130 | 85 130 | 261 386 CHF | 262 674 CHF | 99,92% | 99,92% |
12/11/2024 | 0,58% | 3,07 CHF | 3,08 CHF | 190 000 | 190 000 | 84 500 | 84 500 | 260 472 CHF | 261 749 CHF | 100,00% | 100,00% |
11/11/2024 | 0,59% | 3,05 CHF | 3,06 CHF | 190 000 | 190 000 | 85 238 | 85 238 | 262 347 CHF | 263 641 CHF | 99,83% | 99,83% |
08/11/2024 | 0,60% | 2,99 CHF | 3,00 CHF | 200 000 | 200 000 | 88 745 | 88 745 | 265 366 CHF | 266 706 CHF | 100,00% | 100,00% |
07/11/2024 | 0,60% | 2,97 CHF | 2,98 CHF | 200 000 | 200 000 | 89 157 | 89 157 | 265 902 CHF | 267 251 CHF | 100,00% | 100,00% |