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 | 0,48% | 2,21 CHF | 2,22 CHF | 390 000 | 390 000 | 114 332 | 114 332 | 251 967 CHF | 253 119 CHF | 96,01% | 98,35% |
19/11/2024 | 0,49% | 2,10 CHF | 2,11 CHF | 400 000 | 400 000 | 134 905 | 134 905 | 279 475 CHF | 280 826 CHF | 98,98% | 98,98% |
18/11/2024 | 0,52% | 2,05 CHF | 2,06 CHF | 410 000 | 410 000 | 133 291 | 133 291 | 264 672 CHF | 266 007 CHF | 97,67% | 97,67% |
15/11/2024 | 0,50% | 1,96 CHF | 1,97 CHF | 420 000 | 420 000 | 126 848 | 126 848 | 252 548 CHF | 253 818 CHF | 98,48% | 98,48% |
14/11/2024 | 0,51% | 2,04 CHF | 2,05 CHF | 400 000 | 400 000 | 123 416 | 123 416 | 251 625 CHF | 252 864 CHF | 99,00% | 99,00% |
13/11/2024 | 0,52% | 2,00 CHF | 2,01 CHF | 400 000 | 400 000 | 134 978 | 134 978 | 267 090 CHF | 268 445 CHF | 99,45% | 99,45% |
12/11/2024 | 0,54% | 1,91 CHF | 1,92 CHF | 430 000 | 430 000 | 137 741 | 137 741 | 262 778 CHF | 264 162 CHF | 98,89% | 98,89% |
11/11/2024 | 0,59% | 1,88 CHF | 1,91 CHF | 43 000 | 43 000 | 126 169 | 126 169 | 234 067 CHF | 235 362 CHF | 98,88% | 98,88% |
08/11/2024 | 0,56% | 1,81 CHF | 1,82 CHF | 440 000 | 440 000 | 138 231 | 138 231 | 251 975 CHF | 253 363 CHF | 98,92% | 98,92% |
07/11/2024 | 0,58% | 1,80 CHF | 1,81 CHF | 450 000 | 450 000 | 141 870 | 141 870 | 251 905 CHF | 253 330 CHF | 99,32% | 99,32% |