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 | 0,41% | 2,47 CHF | 2,48 CHF | 200 000 | 200 000 | 87 701 | 87 701 | 217 444 CHF | 218 323 CHF | 99,65% | 99,65% |
19/11/2024 | 0,42% | 2,43 CHF | 2,44 CHF | 200 000 | 200 000 | 91 287 | 91 287 | 219 626 CHF | 220 540 CHF | 100,00% | 100,00% |
18/11/2024 | 0,42% | 2,47 CHF | 2,48 CHF | 200 000 | 200 000 | 88 052 | 88 052 | 214 017 CHF | 214 899 CHF | 99,54% | 99,54% |
15/11/2024 | 0,40% | 2,51 CHF | 2,52 CHF | 200 000 | 200 000 | 88 026 | 88 026 | 225 967 CHF | 226 850 CHF | 99,32% | 99,32% |
14/11/2024 | 0,63% | 2,66 CHF | 2,69 CHF | 97 000 | 97 000 | 61 843 | 61 843 | 164 532 CHF | 165 668 CHF | 98,70% | 98,70% |
13/11/2024 | 0,38% | 2,65 CHF | 2,66 CHF | 195 000 | 195 000 | 86 984 | 86 984 | 231 827 CHF | 232 698 CHF | 99,51% | 99,51% |
12/11/2024 | 0,38% | 2,69 CHF | 2,70 CHF | 194 000 | 194 000 | 85 619 | 85 619 | 231 237 CHF | 232 094 CHF | 96,94% | 96,94% |
11/11/2024 | 0,37% | 2,65 CHF | 2,66 CHF | 196 000 | 196 000 | 87 369 | 87 369 | 234 561 CHF | 235 436 CHF | 99,25% | 99,25% |
08/11/2024 | 0,38% | 2,69 CHF | 2,70 CHF | 195 000 | 195 000 | 87 061 | 87 061 | 235 594 CHF | 236 469 CHF | 99,20% | 99,20% |
07/11/2024 | 0,39% | 2,71 CHF | 2,72 CHF | 194 000 | 194 000 | 88 263 | 88 263 | 231 233 CHF | 232 118 CHF | 99,72% | 99,72% |