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 | 0,44% | 2,28 CHF | 2,29 CHF | 200 000 | 200 000 | 87 848 | 87 848 | 201 223 CHF | 202 103 CHF | 99,90% | 99,90% |
19/11/2024 | 0,46% | 2,25 CHF | 2,26 CHF | 200 000 | 200 000 | 91 303 | 91 303 | 202 540 CHF | 203 455 CHF | 100,00% | 100,00% |
18/11/2024 | 0,45% | 2,28 CHF | 2,29 CHF | 200 000 | 200 000 | 88 119 | 88 119 | 197 553 CHF | 198 436 CHF | 99,60% | 99,60% |
15/11/2024 | 0,43% | 2,32 CHF | 2,33 CHF | 200 000 | 200 000 | 88 478 | 88 478 | 210 402 CHF | 211 290 CHF | 99,73% | 99,73% |
14/11/2024 | 0,67% | 2,47 CHF | 2,50 CHF | 97 000 | 97 000 | 61 923 | 61 923 | 153 032 CHF | 154 172 CHF | 98,95% | 98,95% |
13/11/2024 | 0,41% | 2,46 CHF | 2,47 CHF | 195 000 | 195 000 | 87 006 | 87 006 | 215 575 CHF | 216 447 CHF | 99,86% | 99,86% |
12/11/2024 | 0,41% | 2,51 CHF | 2,52 CHF | 194 000 | 194 000 | 86 699 | 86 699 | 217 924 CHF | 218 792 CHF | 97,95% | 97,95% |
11/11/2024 | 0,40% | 2,46 CHF | 2,47 CHF | 196 000 | 196 000 | 87 504 | 87 504 | 218 548 CHF | 219 424 CHF | 99,38% | 99,38% |
08/11/2024 | 0,41% | 2,50 CHF | 2,51 CHF | 195 000 | 195 000 | 87 067 | 87 067 | 219 482 CHF | 220 357 CHF | 99,20% | 99,20% |
07/11/2024 | 0,42% | 2,52 CHF | 2,53 CHF | 194 000 | 194 000 | 88 282 | 88 282 | 214 935 CHF | 215 820 CHF | 99,74% | 99,74% |