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 | 0,67% | 2,68 CHF | 2,69 CHF | 110 000 | 110 000 | 48 149 | 48 149 | 130 224 CHF | 130 954 CHF | 99,50% | 99,50% |
19/11/2024 | 0,70% | 2,66 CHF | 2,67 CHF | 110 000 | 110 000 | 49 132 | 49 132 | 126 532 CHF | 127 277 CHF | 99,70% | 99,70% |
18/11/2024 | 0,71% | 2,59 CHF | 2,60 CHF | 110 000 | 110 000 | 47 127 | 47 127 | 118 810 CHF | 119 517 CHF | 99,65% | 99,65% |
15/11/2024 | 0,64% | 2,58 CHF | 2,59 CHF | 110 000 | 110 000 | 48 627 | 48 627 | 132 012 CHF | 132 750 CHF | 98,66% | 98,66% |
14/11/2024 | 0,62% | 2,92 CHF | 2,93 CHF | 100 000 | 100 000 | 41 369 | 41 369 | 120 594 CHF | 121 205 CHF | 99,71% | 99,71% |
13/11/2024 | 0,60% | 2,86 CHF | 2,87 CHF | 110 000 | 110 000 | 39 902 | 39 902 | 117 799 CHF | 118 374 CHF | 99,57% | 99,57% |
12/11/2024 | 0,70% | 3,04 CHF | 3,05 CHF | 100 000 | 100 000 | 36 521 | 36 521 | 112 553 CHF | 113 071 CHF | 95,54% | 99,28% |
11/11/2024 | 0,55% | 3,15 CHF | 3,16 CHF | 100 000 | 100 000 | 37 971 | 37 971 | 122 409 CHF | 122 957 CHF | 99,17% | 99,17% |
08/11/2024 | 0,53% | 3,26 CHF | 3,27 CHF | 100 000 | 100 000 | 37 444 | 37 444 | 125 131 CHF | 125 675 CHF | 99,28% | 99,28% |
07/11/2024 | 1,08% | 3,51 CHF | 3,52 CHF | 100 000 | 100 000 | 35 398 | 35 398 | 114 181 CHF | 114 939 CHF | 96,08% | 96,08% |