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 | 0,37% | 2,74 CHF | 2,75 CHF | 110 000 | 110 000 | 107 595 | 107 595 | 291 297 CHF | 292 373 CHF | 99,47% | 99,47% |
19/11/2024 | 0,38% | 2,64 CHF | 2,65 CHF | 106 000 | 106 000 | 104 329 | 104 329 | 272 945 CHF | 273 989 CHF | 100,00% | 100,00% |
18/11/2024 | 0,39% | 2,57 CHF | 2,58 CHF | 102 000 | 102 000 | 101 503 | 101 503 | 259 127 CHF | 260 142 CHF | 100,00% | 100,00% |
15/11/2024 | 0,39% | 2,54 CHF | 2,55 CHF | 102 000 | 102 000 | 101 237 | 101 237 | 257 558 CHF | 258 570 CHF | 100,00% | 100,00% |
14/11/2024 | 0,39% | 2,55 CHF | 2,56 CHF | 102 000 | 102 000 | 101 976 | 101 976 | 262 029 CHF | 263 049 CHF | 99,34% | 99,34% |
13/11/2024 | 0,39% | 2,58 CHF | 2,59 CHF | 104 000 | 104 000 | 102 066 | 102 066 | 261 848 CHF | 262 868 CHF | 100,00% | 100,00% |
12/11/2024 | 0,41% | 2,53 CHF | 2,54 CHF | 102 000 | 102 000 | 97 893 | 97 893 | 242 651 CHF | 243 632 CHF | 100,00% | 100,00% |
11/11/2024 | 0,40% | 2,48 CHF | 2,49 CHF | 100 000 | 100 000 | 99 372 | 99 372 | 247 881 CHF | 248 874 CHF | 99,24% | 99,24% |
08/11/2024 | 0,40% | 2,48 CHF | 2,49 CHF | 100 000 | 100 000 | 99 272 | 99 272 | 247 706 CHF | 248 699 CHF | 100,00% | 100,00% |
07/11/2024 | 0,40% | 2,43 CHF | 2,44 CHF | 96 000 | 96 000 | 97 353 | 97 353 | 240 277 CHF | 241 251 CHF | 99,40% | 99,40% |