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% | 2,47 CHF | 2,48 CHF | 280 000 | 280 000 | 114 129 | 114 129 | 280 596 CHF | 281 740 CHF | 99,89% | 99,89% |
19/11/2024 | 0,42% | 2,44 CHF | 2,45 CHF | 280 000 | 280 000 | 110 693 | 110 693 | 267 502 CHF | 268 611 CHF | 99,95% | 99,95% |
18/11/2024 | 0,42% | 2,44 CHF | 2,45 CHF | 280 000 | 280 000 | 107 084 | 107 084 | 259 794 CHF | 260 867 CHF | 99,89% | 99,89% |
15/11/2024 | 0,43% | 2,44 CHF | 2,45 CHF | 280 000 | 280 000 | 111 180 | 111 180 | 268 652 CHF | 269 768 CHF | 100,00% | 100,00% |
14/11/2024 | 0,43% | 2,35 CHF | 2,36 CHF | 270 000 | 270 000 | 109 049 | 109 049 | 258 062 CHF | 259 154 CHF | 99,76% | 99,76% |
13/11/2024 | 0,42% | 2,43 CHF | 2,44 CHF | 280 000 | 280 000 | 113 505 | 113 505 | 277 386 CHF | 278 523 CHF | 100,00% | 100,00% |
12/11/2024 | 0,42% | 2,46 CHF | 2,47 CHF | 280 000 | 280 000 | 111 417 | 111 417 | 269 074 CHF | 270 190 CHF | 99,95% | 99,95% |
11/11/2024 | 0,45% | 2,36 CHF | 2,37 CHF | 270 000 | 270 000 | 102 902 | 102 902 | 236 082 CHF | 237 113 CHF | 99,35% | 99,35% |
08/11/2024 | 0,45% | 2,23 CHF | 2,24 CHF | 260 000 | 260 000 | 103 100 | 103 100 | 231 664 CHF | 232 697 CHF | 99,53% | 99,53% |
07/11/2024 | 0,44% | 2,26 CHF | 2,27 CHF | 260 000 | 260 000 | 108 128 | 108 128 | 248 791 CHF | 249 875 CHF | 99,86% | 99,86% |