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 | 0,63% | 2,83 CHF | 2,84 CHF | 200 000 | 200 000 | 89 136 | 89 136 | 252 362 CHF | 253 710 CHF | 99,90% | 99,90% |
19/11/2024 | 0,63% | 2,81 CHF | 2,82 CHF | 200 000 | 200 000 | 89 177 | 89 177 | 250 706 CHF | 252 054 CHF | 100,00% | 100,00% |
18/11/2024 | 0,62% | 2,92 CHF | 2,93 CHF | 200 000 | 200 000 | 88 887 | 88 887 | 257 609 CHF | 258 955 CHF | 99,90% | 99,90% |
15/11/2024 | 0,62% | 2,94 CHF | 2,95 CHF | 190 000 | 190 000 | 87 822 | 87 822 | 254 898 CHF | 256 234 CHF | 99,90% | 99,90% |
14/11/2024 | 1,07% | 2,91 CHF | 2,92 CHF | 200 000 | 200 000 | 65 680 | 65 680 | 191 648 CHF | 192 875 CHF | 96,40% | 96,40% |
13/11/2024 | 0,60% | 2,96 CHF | 2,97 CHF | 190 000 | 190 000 | 85 131 | 85 131 | 253 010 CHF | 254 299 CHF | 99,92% | 99,92% |
12/11/2024 | 0,60% | 2,97 CHF | 2,98 CHF | 190 000 | 190 000 | 84 503 | 84 503 | 252 156 CHF | 253 433 CHF | 100,00% | 100,00% |
11/11/2024 | 0,61% | 2,96 CHF | 2,97 CHF | 190 000 | 190 000 | 85 231 | 85 231 | 253 953 CHF | 255 247 CHF | 99,83% | 99,83% |
08/11/2024 | 0,62% | 2,90 CHF | 2,91 CHF | 200 000 | 200 000 | 88 746 | 88 746 | 256 743 CHF | 258 084 CHF | 100,00% | 100,00% |
07/11/2024 | 0,62% | 2,87 CHF | 2,88 CHF | 200 000 | 200 000 | 89 157 | 89 157 | 257 156 CHF | 258 505 CHF | 100,00% | 100,00% |