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 | 0,63% | 2,86 CHF | 2,87 CHF | 110 000 | 110 000 | 48 099 | 48 099 | 138 548 CHF | 139 277 CHF | 99,41% | 99,41% |
19/11/2024 | 0,66% | 2,83 CHF | 2,84 CHF | 110 000 | 110 000 | 49 166 | 49 166 | 135 190 CHF | 135 935 CHF | 99,76% | 99,76% |
18/11/2024 | 0,67% | 2,77 CHF | 2,78 CHF | 110 000 | 110 000 | 47 160 | 47 160 | 127 156 CHF | 127 863 CHF | 99,67% | 99,67% |
15/11/2024 | 0,61% | 2,76 CHF | 2,77 CHF | 110 000 | 110 000 | 48 613 | 48 613 | 140 552 CHF | 141 290 CHF | 98,65% | 98,65% |
14/11/2024 | 0,58% | 3,09 CHF | 3,10 CHF | 100 000 | 100 000 | 41 464 | 41 464 | 128 192 CHF | 128 803 CHF | 99,93% | 99,93% |
13/11/2024 | 0,57% | 3,04 CHF | 3,05 CHF | 110 000 | 110 000 | 39 795 | 39 795 | 124 444 CHF | 125 018 CHF | 99,43% | 99,43% |
12/11/2024 | 0,66% | 3,21 CHF | 3,22 CHF | 100 000 | 100 000 | 36 509 | 36 509 | 118 889 CHF | 119 407 CHF | 95,45% | 99,34% |
11/11/2024 | 0,52% | 3,32 CHF | 3,33 CHF | 100 000 | 100 000 | 37 891 | 37 891 | 128 759 CHF | 129 306 CHF | 99,32% | 99,32% |
08/11/2024 | 0,51% | 3,43 CHF | 3,44 CHF | 100 000 | 100 000 | 37 726 | 37 726 | 132 589 CHF | 133 136 CHF | 99,24% | 99,24% |
07/11/2024 | 1,02% | 3,68 CHF | 3,69 CHF | 100 000 | 100 000 | 35 258 | 35 258 | 119 944 CHF | 120 701 CHF | 96,08% | 96,08% |