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 | 0,39% | 2,60 CHF | 2,61 CHF | 280 000 | 280 000 | 114 119 | 114 119 | 295 672 CHF | 296 816 CHF | 99,89% | 99,89% |
19/11/2024 | 0,40% | 2,58 CHF | 2,59 CHF | 280 000 | 280 000 | 110 656 | 110 656 | 282 069 CHF | 283 177 CHF | 99,95% | 99,95% |
18/11/2024 | 0,40% | 2,57 CHF | 2,58 CHF | 280 000 | 280 000 | 107 067 | 107 067 | 273 948 CHF | 275 021 CHF | 99,89% | 99,89% |
15/11/2024 | 0,40% | 2,58 CHF | 2,59 CHF | 280 000 | 280 000 | 111 152 | 111 152 | 283 374 CHF | 284 489 CHF | 100,00% | 100,00% |
14/11/2024 | 0,41% | 2,49 CHF | 2,50 CHF | 270 000 | 270 000 | 109 041 | 109 041 | 272 438 CHF | 273 530 CHF | 99,76% | 99,76% |
13/11/2024 | 0,39% | 2,56 CHF | 2,57 CHF | 280 000 | 280 000 | 113 507 | 113 507 | 292 396 CHF | 293 533 CHF | 100,00% | 100,00% |
12/11/2024 | 0,40% | 2,60 CHF | 2,61 CHF | 280 000 | 280 000 | 111 347 | 111 347 | 283 620 CHF | 284 736 CHF | 99,95% | 99,95% |
11/11/2024 | 0,42% | 2,49 CHF | 2,50 CHF | 270 000 | 270 000 | 102 896 | 102 896 | 249 483 CHF | 250 514 CHF | 99,35% | 99,35% |
08/11/2024 | 0,43% | 2,36 CHF | 2,37 CHF | 260 000 | 260 000 | 103 111 | 103 111 | 245 031 CHF | 246 064 CHF | 99,53% | 99,53% |
07/11/2024 | 0,42% | 2,39 CHF | 2,40 CHF | 260 000 | 260 000 | 108 129 | 108 129 | 262 848 CHF | 263 931 CHF | 99,86% | 99,86% |