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 | 0,66% | 2,33 CHF | 2,34 CHF | 390 000 | 390 000 | 173 985 | 173 985 | 405 409 CHF | 407 668 CHF | 99,89% | 99,89% |
19/11/2024 | 0,69% | 2,33 CHF | 2,34 CHF | 390 000 | 390 000 | 160 708 | 160 708 | 376 820 CHF | 378 953 CHF | 100,00% | 100,00% |
18/11/2024 | 0,47% | 2,37 CHF | 2,38 CHF | 400 000 | 400 000 | 179 137 | 179 137 | 427 626 CHF | 429 518 CHF | 99,89% | 99,89% |
15/11/2024 | 0,42% | 2,40 CHF | 2,41 CHF | 410 000 | 410 000 | 182 376 | 182 376 | 439 005 CHF | 440 832 CHF | 99,90% | 99,90% |
14/11/2024 | 0,61% | 2,39 CHF | 2,40 CHF | 400 000 | 400 000 | 137 671 | 137 671 | 328 732 CHF | 330 299 CHF | 100,00% | 100,00% |
13/11/2024 | 0,66% | 2,36 CHF | 2,37 CHF | 400 000 | 400 000 | 175 642 | 175 642 | 411 140 CHF | 413 415 CHF | 100,00% | 100,00% |
12/11/2024 | 0,67% | 2,33 CHF | 2,34 CHF | 390 000 | 390 000 | 171 626 | 171 626 | 396 361 CHF | 398 581 CHF | 99,85% | 99,85% |
11/11/2024 | 0,68% | 2,29 CHF | 2,30 CHF | 380 000 | 380 000 | 167 353 | 167 353 | 379 968 CHF | 382 136 CHF | 99,57% | 99,57% |
08/11/2024 | 0,69% | 2,26 CHF | 2,27 CHF | 380 000 | 380 000 | 170 120 | 170 120 | 383 976 CHF | 386 177 CHF | 99,19% | 99,19% |
07/11/2024 | 0,68% | 2,26 CHF | 2,27 CHF | 380 000 | 380 000 | 170 345 | 170 345 | 387 067 CHF | 389 276 CHF | 100,00% | 100,00% |