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 | 0,40% | 2,59 CHF | 2,60 CHF | 304 100 | 304 100 | 316 202 | 316 202 | 779 541 CHF | 782 703 CHF | 100,00% | 100,00% |
19/11/2024 | 0,41% | 2,41 CHF | 2,42 CHF | 317 800 | 317 800 | 329 682 | 329 682 | 808 322 CHF | 811 619 CHF | 98,78% | 98,78% |
18/11/2024 | 0,45% | 2,33 CHF | 2,34 CHF | 331 300 | 331 300 | 357 962 | 357 962 | 800 190 CHF | 803 770 CHF | 100,00% | 100,00% |
15/11/2024 | 0,48% | 2,09 CHF | 2,10 CHF | 361 500 | 361 500 | 365 168 | 365 168 | 752 840 CHF | 756 491 CHF | 100,00% | 100,00% |
14/11/2024 | 0,51% | 2,08 CHF | 2,09 CHF | 365 600 | 365 600 | 337 496 | 337 496 | 665 586 CHF | 668 961 CHF | 99,91% | 99,91% |
13/11/2024 | 0,43% | 2,29 CHF | 2,30 CHF | 333 800 | 333 800 | 327 057 | 327 057 | 762 882 CHF | 766 153 CHF | 100,00% | 100,00% |
12/11/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 326 200 | 326 200 | 312 094 | 312 094 | 713 323 CHF | 716 444 CHF | 100,00% | 100,00% |
11/11/2024 | 0,37% | 2,38 CHF | 2,39 CHF | 310 200 | 310 200 | 260 761 | 260 761 | 702 110 CHF | 704 717 CHF | 100,00% | 100,00% |
08/11/2024 | 0,33% | 3,01 CHF | 3,02 CHF | 254 300 | 254 300 | 253 505 | 253 505 | 770 824 CHF | 773 359 CHF | 100,00% | 100,00% |
07/11/2024 | 0,34% | 3,11 CHF | 3,12 CHF | 253 400 | 253 400 | 271 698 | 271 698 | 793 693 CHF | 796 410 CHF | 99,90% | 99,90% |