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 | 0,46% | 2,30 CHF | 2,31 CHF | 390 000 | 390 000 | 116 483 | 116 483 | 266 908 CHF | 268 082 CHF | 96,76% | 99,02% |
19/11/2024 | 0,47% | 2,19 CHF | 2,20 CHF | 400 000 | 400 000 | 135 868 | 135 868 | 293 345 CHF | 294 705 CHF | 99,26% | 99,26% |
18/11/2024 | 0,50% | 2,14 CHF | 2,15 CHF | 410 000 | 410 000 | 133 704 | 133 704 | 277 172 CHF | 278 511 CHF | 98,60% | 98,60% |
15/11/2024 | 0,49% | 2,05 CHF | 2,06 CHF | 420 000 | 420 000 | 129 035 | 129 035 | 268 264 CHF | 269 556 CHF | 99,47% | 99,47% |
14/11/2024 | 0,49% | 2,13 CHF | 2,14 CHF | 400 000 | 400 000 | 123 173 | 123 173 | 262 026 CHF | 263 263 CHF | 99,14% | 99,14% |
13/11/2024 | 0,50% | 2,09 CHF | 2,10 CHF | 400 000 | 400 000 | 135 119 | 135 119 | 279 224 CHF | 280 580 CHF | 99,61% | 99,61% |
12/11/2024 | 0,52% | 2,00 CHF | 2,01 CHF | 430 000 | 430 000 | 137 781 | 137 781 | 274 771 CHF | 276 156 CHF | 99,17% | 99,17% |
11/11/2024 | 0,56% | 1,96 CHF | 1,99 CHF | 43 000 | 43 000 | 125 907 | 125 907 | 244 587 CHF | 245 880 CHF | 99,31% | 99,31% |
08/11/2024 | 0,54% | 1,89 CHF | 1,90 CHF | 440 000 | 440 000 | 140 773 | 140 773 | 268 790 CHF | 270 204 CHF | 99,63% | 99,63% |
07/11/2024 | 0,56% | 1,89 CHF | 1,90 CHF | 450 000 | 450 000 | 143 275 | 143 275 | 266 826 CHF | 268 265 CHF | 99,83% | 99,83% |