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 | 0,41% | 2,45 CHF | 2,46 CHF | 110 000 | 110 000 | 107 595 | 107 595 | 260 213 CHF | 261 289 CHF | 99,47% | 99,47% |
19/11/2024 | 0,43% | 2,35 CHF | 2,36 CHF | 106 000 | 106 000 | 104 329 | 104 329 | 242 766 CHF | 243 809 CHF | 100,00% | 100,00% |
18/11/2024 | 0,44% | 2,28 CHF | 2,29 CHF | 102 000 | 102 000 | 101 503 | 101 503 | 229 679 CHF | 230 694 CHF | 100,00% | 100,00% |
15/11/2024 | 0,44% | 2,25 CHF | 2,26 CHF | 102 000 | 102 000 | 101 238 | 101 238 | 228 189 CHF | 229 202 CHF | 100,00% | 100,00% |
14/11/2024 | 0,44% | 2,26 CHF | 2,27 CHF | 102 000 | 102 000 | 101 976 | 101 976 | 232 410 CHF | 233 429 CHF | 99,34% | 99,34% |
13/11/2024 | 0,44% | 2,30 CHF | 2,31 CHF | 104 000 | 104 000 | 102 066 | 102 066 | 232 211 CHF | 233 231 CHF | 100,00% | 100,00% |
12/11/2024 | 0,47% | 2,24 CHF | 2,25 CHF | 102 000 | 102 000 | 97 893 | 97 893 | 214 242 CHF | 215 223 CHF | 100,00% | 100,00% |
11/11/2024 | 0,45% | 2,19 CHF | 2,20 CHF | 100 000 | 100 000 | 99 372 | 99 372 | 218 993 CHF | 219 986 CHF | 99,24% | 99,24% |
08/11/2024 | 0,45% | 2,19 CHF | 2,20 CHF | 100 000 | 100 000 | 99 273 | 99 273 | 218 780 CHF | 219 773 CHF | 100,00% | 100,00% |
07/11/2024 | 0,46% | 2,14 CHF | 2,15 CHF | 96 000 | 96 000 | 97 353 | 97 353 | 211 843 CHF | 212 817 CHF | 99,40% | 99,40% |