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 | 0,42% | 2,43 CHF | 2,44 CHF | 100 000 | 92 308 | 99 061 | 91 450 | 240 081 CHF | 222 549 CHF | 100,00% | 100,00% |
19/11/2024 | 0,42% | 2,41 CHF | 2,42 CHF | 100 000 | 92 308 | 99 047 | 91 436 | 238 616 CHF | 221 197 CHF | 98,89% | 98,89% |
18/11/2024 | 0,43% | 2,37 CHF | 2,38 CHF | 100 000 | 92 308 | 99 057 | 91 446 | 233 699 CHF | 216 657 CHF | 100,00% | 100,00% |
15/11/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 100 000 | 92 308 | 100 000 | 92 308 | 237 697 CHF | 220 336 CHF | 72,12% | 72,12% |
14/11/2024 | 0,42% | 2,39 CHF | 2,40 CHF | 100 000 | 92 308 | 99 058 | 91 447 | 239 169 CHF | 221 707 CHF | 100,00% | 100,00% |
13/11/2024 | 0,41% | 2,44 CHF | 2,45 CHF | 100 000 | 92 308 | 99 058 | 91 447 | 242 620 CHF | 224 893 CHF | 99,81% | 99,81% |
12/11/2024 | 0,41% | 2,47 CHF | 2,48 CHF | 100 000 | 92 308 | 99 058 | 91 447 | 242 900 CHF | 225 151 CHF | 100,00% | 100,00% |
11/11/2024 | 0,42% | 2,40 CHF | 2,41 CHF | 100 000 | 92 308 | 98 997 | 91 447 | 237 954 CHF | 220 724 CHF | 100,00% | 100,00% |
08/11/2024 | 0,42% | 2,42 CHF | 2,43 CHF | 100 000 | 92 308 | 99 062 | 91 450 | 237 054 CHF | 219 754 CHF | 100,00% | 100,00% |
07/11/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 100 000 | 92 308 | 99 060 | 91 448 | 226 017 CHF | 209 565 CHF | 100,00% | 100,00% |