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 | 0,38% | 2,63 CHF | 2,64 CHF | 110 000 | 110 000 | 107 597 | 107 597 | 279 616 CHF | 280 692 CHF | 99,47% | 99,47% |
19/11/2024 | 0,40% | 2,53 CHF | 2,54 CHF | 106 000 | 106 000 | 104 329 | 104 329 | 261 613 CHF | 262 657 CHF | 100,00% | 100,00% |
18/11/2024 | 0,41% | 2,47 CHF | 2,48 CHF | 102 000 | 102 000 | 101 503 | 101 503 | 248 162 CHF | 249 177 CHF | 100,00% | 100,00% |
15/11/2024 | 0,41% | 2,44 CHF | 2,45 CHF | 102 000 | 102 000 | 101 238 | 101 238 | 246 650 CHF | 247 662 CHF | 100,00% | 100,00% |
14/11/2024 | 0,41% | 2,44 CHF | 2,45 CHF | 102 000 | 102 000 | 101 976 | 101 976 | 250 965 CHF | 251 985 CHF | 99,33% | 99,33% |
13/11/2024 | 0,41% | 2,48 CHF | 2,49 CHF | 104 000 | 104 000 | 102 067 | 102 067 | 250 882 CHF | 251 903 CHF | 100,00% | 100,00% |
12/11/2024 | 0,43% | 2,43 CHF | 2,44 CHF | 102 000 | 102 000 | 97 894 | 97 894 | 232 151 CHF | 233 132 CHF | 100,00% | 100,00% |
11/11/2024 | 0,42% | 2,38 CHF | 2,39 CHF | 100 000 | 100 000 | 99 371 | 99 371 | 237 235 CHF | 238 229 CHF | 99,24% | 99,24% |
08/11/2024 | 0,42% | 2,38 CHF | 2,39 CHF | 100 000 | 100 000 | 99 272 | 99 272 | 237 057 CHF | 238 049 CHF | 100,00% | 100,00% |
07/11/2024 | 0,42% | 2,32 CHF | 2,33 CHF | 96 000 | 96 000 | 97 353 | 97 353 | 229 782 CHF | 230 756 CHF | 99,40% | 99,40% |