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 | 0,35% | 2,91 CHF | 2,92 CHF | 110 000 | 110 000 | 107 596 | 107 596 | 309 801 CHF | 310 877 CHF | 99,47% | 99,47% |
19/11/2024 | 0,36% | 2,81 CHF | 2,82 CHF | 106 000 | 106 000 | 104 330 | 104 330 | 290 858 CHF | 291 902 CHF | 100,00% | 100,00% |
18/11/2024 | 0,37% | 2,75 CHF | 2,76 CHF | 102 000 | 102 000 | 101 503 | 101 503 | 276 740 CHF | 277 755 CHF | 100,00% | 100,00% |
15/11/2024 | 0,37% | 2,72 CHF | 2,73 CHF | 102 000 | 102 000 | 101 238 | 101 238 | 275 182 CHF | 276 194 CHF | 100,00% | 100,00% |
14/11/2024 | 0,36% | 2,72 CHF | 2,73 CHF | 102 000 | 102 000 | 101 976 | 101 976 | 279 727 CHF | 280 747 CHF | 99,33% | 99,33% |
13/11/2024 | 0,36% | 2,76 CHF | 2,77 CHF | 104 000 | 104 000 | 102 067 | 102 067 | 279 612 CHF | 280 632 CHF | 100,00% | 100,00% |
12/11/2024 | 0,38% | 2,71 CHF | 2,72 CHF | 102 000 | 102 000 | 97 893 | 97 893 | 259 736 CHF | 260 717 CHF | 100,00% | 100,00% |
11/11/2024 | 0,37% | 2,66 CHF | 2,67 CHF | 100 000 | 100 000 | 99 372 | 99 372 | 265 255 CHF | 266 249 CHF | 99,24% | 99,24% |
08/11/2024 | 0,37% | 2,66 CHF | 2,67 CHF | 100 000 | 100 000 | 99 273 | 99 273 | 265 067 CHF | 266 060 CHF | 100,00% | 100,00% |
07/11/2024 | 0,38% | 2,60 CHF | 2,61 CHF | 96 000 | 96 000 | 97 353 | 97 353 | 257 447 CHF | 258 421 CHF | 99,40% | 99,40% |