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 | 0,40% | 2,53 CHF | 2,54 CHF | 110 000 | 110 000 | 107 596 | 107 596 | 269 589 CHF | 270 665 CHF | 99,47% | 99,47% |
19/11/2024 | 0,41% | 2,43 CHF | 2,44 CHF | 106 000 | 106 000 | 104 329 | 104 329 | 251 941 CHF | 252 984 CHF | 100,00% | 100,00% |
18/11/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 102 000 | 102 000 | 101 503 | 101 503 | 238 708 CHF | 239 723 CHF | 100,00% | 100,00% |
15/11/2024 | 0,43% | 2,34 CHF | 2,35 CHF | 102 000 | 102 000 | 101 238 | 101 238 | 237 188 CHF | 238 201 CHF | 100,00% | 100,00% |
14/11/2024 | 0,42% | 2,35 CHF | 2,36 CHF | 102 000 | 102 000 | 101 976 | 101 976 | 241 472 CHF | 242 492 CHF | 99,33% | 99,33% |
13/11/2024 | 0,42% | 2,38 CHF | 2,39 CHF | 104 000 | 104 000 | 102 066 | 102 066 | 241 278 CHF | 242 299 CHF | 100,00% | 100,00% |
12/11/2024 | 0,45% | 2,33 CHF | 2,34 CHF | 102 000 | 102 000 | 97 894 | 97 894 | 222 967 CHF | 223 948 CHF | 100,00% | 100,00% |
11/11/2024 | 0,44% | 2,28 CHF | 2,29 CHF | 100 000 | 100 000 | 99 372 | 99 372 | 227 870 CHF | 228 864 CHF | 99,24% | 99,24% |
08/11/2024 | 0,44% | 2,28 CHF | 2,29 CHF | 100 000 | 100 000 | 99 273 | 99 273 | 227 697 CHF | 228 690 CHF | 100,00% | 100,00% |
07/11/2024 | 0,44% | 2,23 CHF | 2,24 CHF | 96 000 | 96 000 | 97 353 | 97 353 | 220 608 CHF | 221 582 CHF | 99,40% | 99,40% |