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% | 2,13 CHF | 2,14 CHF | 300 000 | 100 000 | 304 623 | 101 541 | 654 479 CHF | 219 175 CHF | 99,39% | 99,39% |
19/11/2024 | 0,49% | 2,11 CHF | 2,12 CHF | 450 000 | 150 000 | 449 584 | 149 861 | 918 817 CHF | 307 771 CHF | 99,64% | 99,64% |
18/11/2024 | 0,49% | 2,07 CHF | 2,08 CHF | 450 000 | 150 000 | 415 371 | 138 457 | 836 960 CHF | 280 371 CHF | 99,25% | 99,25% |
15/11/2024 | 0,46% | 2,06 CHF | 2,07 CHF | 450 000 | 150 000 | 332 107 | 110 702 | 723 263 CHF | 242 195 CHF | 99,36% | 99,36% |
14/11/2024 | 0,44% | 2,28 CHF | 2,29 CHF | 300 000 | 100 000 | 300 500 | 100 167 | 686 073 CHF | 229 693 CHF | 97,28% | 97,28% |
13/11/2024 | 0,43% | 2,24 CHF | 2,25 CHF | 450 000 | 150 000 | 449 924 | 149 975 | 1 046 020 CHF | 350 175 CHF | 95,22% | 95,22% |
12/11/2024 | 0,42% | 2,36 CHF | 2,37 CHF | 300 000 | 100 000 | 301 114 | 100 371 | 715 251 CHF | 239 421 CHF | 99,38% | 99,38% |
11/11/2024 | 0,40% | 2,43 CHF | 2,44 CHF | 300 000 | 100 000 | 305 891 | 101 964 | 768 303 CHF | 257 121 CHF | 99,37% | 99,37% |
08/11/2024 | 0,39% | 2,51 CHF | 2,52 CHF | 300 000 | 100 000 | 400 780 | 133 593 | 1 038 650 CHF | 347 551 CHF | 99,39% | 99,39% |
07/11/2024 | 0,43% | 2,67 CHF | 2,68 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 053 960 CHF | 352 820 CHF | 98,59% | 98,59% |