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 | 0,37% | 2,83 CHF | 2,84 CHF | 200 000 | 200 000 | 57 267 | 57 267 | 161 841 CHF | 162 419 CHF | 95,59% | 97,61% |
19/11/2024 | 0,40% | 2,62 CHF | 2,63 CHF | 200 000 | 200 000 | 71 476 | 71 476 | 183 272 CHF | 183 987 CHF | 97,54% | 97,54% |
18/11/2024 | 0,43% | 2,52 CHF | 2,53 CHF | 210 000 | 210 000 | 70 211 | 70 211 | 167 520 CHF | 168 223 CHF | 96,19% | 96,19% |
15/11/2024 | 0,42% | 2,33 CHF | 2,34 CHF | 220 000 | 220 000 | 72 107 | 72 107 | 173 048 CHF | 173 770 CHF | 98,03% | 98,03% |
14/11/2024 | 0,42% | 2,50 CHF | 2,51 CHF | 210 000 | 210 000 | 70 194 | 70 194 | 174 680 CHF | 175 385 CHF | 97,72% | 97,72% |
13/11/2024 | 0,43% | 2,42 CHF | 2,43 CHF | 210 000 | 210 000 | 71 128 | 71 128 | 169 207 CHF | 169 921 CHF | 97,92% | 97,92% |
12/11/2024 | 0,47% | 2,24 CHF | 2,25 CHF | 220 000 | 220 000 | 72 516 | 72 516 | 162 228 CHF | 162 956 CHF | 97,58% | 97,58% |
11/11/2024 | 0,51% | 2,18 CHF | 2,21 CHF | 22 000 | 22 000 | 66 218 | 66 218 | 141 577 CHF | 142 256 CHF | 98,35% | 98,35% |
08/11/2024 | 0,49% | 2,06 CHF | 2,07 CHF | 230 000 | 230 000 | 74 615 | 74 615 | 155 655 CHF | 156 404 CHF | 97,96% | 97,96% |
07/11/2024 | 0,52% | 2,04 CHF | 2,05 CHF | 230 000 | 230 000 | 75 747 | 75 747 | 150 849 CHF | 151 609 CHF | 99,16% | 99,16% |