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 | 0,36% | 2,77 CHF | 2,78 CHF | 110 000 | 110 000 | 107 596 | 107 596 | 294 685 CHF | 295 761 CHF | 99,47% | 99,47% |
19/11/2024 | 0,38% | 2,67 CHF | 2,68 CHF | 106 000 | 106 000 | 104 329 | 104 329 | 276 258 CHF | 277 301 CHF | 100,00% | 100,00% |
18/11/2024 | 0,39% | 2,61 CHF | 2,62 CHF | 102 000 | 102 000 | 101 503 | 101 503 | 262 422 CHF | 263 437 CHF | 100,00% | 100,00% |
15/11/2024 | 0,39% | 2,58 CHF | 2,59 CHF | 102 000 | 102 000 | 101 238 | 101 238 | 260 930 CHF | 261 942 CHF | 100,00% | 100,00% |
14/11/2024 | 0,38% | 2,58 CHF | 2,59 CHF | 102 000 | 102 000 | 101 976 | 101 976 | 265 340 CHF | 266 359 CHF | 99,33% | 99,33% |
13/11/2024 | 0,38% | 2,62 CHF | 2,63 CHF | 104 000 | 104 000 | 102 067 | 102 067 | 265 255 CHF | 266 276 CHF | 100,00% | 100,00% |
12/11/2024 | 0,41% | 2,57 CHF | 2,58 CHF | 102 000 | 102 000 | 97 893 | 97 893 | 245 933 CHF | 246 914 CHF | 100,00% | 100,00% |
11/11/2024 | 0,39% | 2,52 CHF | 2,53 CHF | 100 000 | 100 000 | 99 372 | 99 372 | 251 218 CHF | 252 212 CHF | 99,24% | 99,24% |
08/11/2024 | 0,39% | 2,52 CHF | 2,53 CHF | 100 000 | 100 000 | 99 273 | 99 273 | 251 096 CHF | 252 089 CHF | 100,00% | 100,00% |
07/11/2024 | 0,40% | 2,46 CHF | 2,47 CHF | 96 000 | 96 000 | 97 353 | 97 353 | 243 617 CHF | 244 591 CHF | 99,40% | 99,40% |