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 | 0,36% | 2,83 CHF | 2,84 CHF | 110 000 | 110 000 | 107 595 | 107 595 | 301 700 CHF | 302 776 CHF | 99,47% | 99,47% |
19/11/2024 | 0,37% | 2,73 CHF | 2,74 CHF | 106 000 | 106 000 | 104 329 | 104 329 | 283 015 CHF | 284 058 CHF | 100,00% | 100,00% |
18/11/2024 | 0,38% | 2,67 CHF | 2,68 CHF | 102 000 | 102 000 | 101 503 | 101 503 | 268 883 CHF | 269 898 CHF | 100,00% | 100,00% |
15/11/2024 | 0,38% | 2,64 CHF | 2,65 CHF | 102 000 | 102 000 | 101 238 | 101 238 | 267 391 CHF | 268 403 CHF | 100,00% | 100,00% |
14/11/2024 | 0,37% | 2,64 CHF | 2,65 CHF | 102 000 | 102 000 | 101 976 | 101 976 | 271 920 CHF | 272 940 CHF | 99,39% | 99,39% |
13/11/2024 | 0,37% | 2,68 CHF | 2,69 CHF | 104 000 | 104 000 | 102 066 | 102 066 | 271 712 CHF | 272 733 CHF | 100,00% | 100,00% |
12/11/2024 | 0,40% | 2,63 CHF | 2,64 CHF | 102 000 | 102 000 | 97 893 | 97 893 | 252 100 CHF | 253 081 CHF | 100,00% | 100,00% |
11/11/2024 | 0,39% | 2,58 CHF | 2,59 CHF | 100 000 | 100 000 | 99 372 | 99 372 | 257 562 CHF | 258 556 CHF | 99,24% | 99,24% |
08/11/2024 | 0,39% | 2,58 CHF | 2,59 CHF | 100 000 | 100 000 | 99 273 | 99 273 | 257 334 CHF | 258 327 CHF | 100,00% | 100,00% |
07/11/2024 | 0,39% | 2,53 CHF | 2,54 CHF | 96 000 | 96 000 | 97 353 | 97 353 | 249 757 CHF | 250 731 CHF | 99,40% | 99,40% |