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 | 0,50% | 2,12 CHF | 2,13 CHF | 390 000 | 390 000 | 116 749 | 116 749 | 247 047 CHF | 248 223 CHF | 96,86% | 99,26% |
19/11/2024 | 0,52% | 2,01 CHF | 2,02 CHF | 400 000 | 400 000 | 135 629 | 135 629 | 269 028 CHF | 270 386 CHF | 99,41% | 99,41% |
18/11/2024 | 0,54% | 1,96 CHF | 1,97 CHF | 410 000 | 410 000 | 133 870 | 133 870 | 254 033 CHF | 255 373 CHF | 98,42% | 98,42% |
15/11/2024 | 0,53% | 1,87 CHF | 1,88 CHF | 420 000 | 420 000 | 129 057 | 129 057 | 245 447 CHF | 246 739 CHF | 99,53% | 99,53% |
14/11/2024 | 0,53% | 1,95 CHF | 1,96 CHF | 400 000 | 400 000 | 124 864 | 124 864 | 243 577 CHF | 244 831 CHF | 99,75% | 99,75% |
13/11/2024 | 0,55% | 1,91 CHF | 1,92 CHF | 400 000 | 400 000 | 135 529 | 135 529 | 256 307 CHF | 257 668 CHF | 99,81% | 99,81% |
12/11/2024 | 0,57% | 1,82 CHF | 1,83 CHF | 430 000 | 430 000 | 138 909 | 138 909 | 252 798 CHF | 254 193 CHF | 99,67% | 99,67% |
11/11/2024 | 0,62% | 1,79 CHF | 1,82 CHF | 43 000 | 43 000 | 127 463 | 127 463 | 225 391 CHF | 226 700 CHF | 99,92% | 99,92% |
08/11/2024 | 0,59% | 1,72 CHF | 1,73 CHF | 450 000 | 450 000 | 142 339 | 142 339 | 247 015 CHF | 248 445 CHF | 99,72% | 99,72% |
07/11/2024 | 0,61% | 1,71 CHF | 1,72 CHF | 450 000 | 450 000 | 143 473 | 143 473 | 242 311 CHF | 243 752 CHF | 99,83% | 99,83% |