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 | 0,34% | 2,88 CHF | 2,89 CHF | 164 000 | 164 000 | 79 375 | 79 375 | 233 663 CHF | 234 458 CHF | 99,89% | 99,89% |
19/11/2024 | 0,35% | 2,90 CHF | 2,91 CHF | 164 000 | 164 000 | 80 049 | 80 049 | 233 526 CHF | 234 328 CHF | 100,00% | 100,00% |
18/11/2024 | 0,35% | 3,00 CHF | 3,01 CHF | 162 000 | 162 000 | 78 602 | 78 602 | 228 788 CHF | 229 576 CHF | 99,85% | 99,85% |
15/11/2024 | 0,35% | 2,81 CHF | 2,82 CHF | 166 000 | 166 000 | 80 593 | 80 593 | 231 733 CHF | 232 540 CHF | 99,99% | 99,99% |
14/11/2024 | 0,34% | 2,98 CHF | 2,99 CHF | 162 000 | 162 000 | 77 111 | 77 111 | 233 652 CHF | 234 424 CHF | 100,00% | 100,00% |
13/11/2024 | 0,33% | 3,08 CHF | 3,09 CHF | 160 000 | 160 000 | 77 553 | 77 553 | 242 547 CHF | 243 324 CHF | 100,00% | 100,00% |
12/11/2024 | 0,31% | 3,17 CHF | 3,18 CHF | 158 000 | 158 000 | 75 063 | 75 063 | 243 621 CHF | 244 373 CHF | 100,00% | 100,00% |
11/11/2024 | 0,31% | 3,30 CHF | 3,31 CHF | 154 000 | 154 000 | 74 339 | 74 339 | 245 635 CHF | 246 379 CHF | 100,00% | 100,00% |
08/11/2024 | 0,30% | 3,38 CHF | 3,39 CHF | 154 000 | 154 000 | 73 248 | 73 248 | 247 964 CHF | 248 697 CHF | 99,85% | 99,85% |
07/11/2024 | 0,31% | 3,33 CHF | 3,34 CHF | 154 000 | 154 000 | 75 660 | 75 660 | 248 484 CHF | 249 244 CHF | 100,00% | 100,00% |