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 | 0,43% | 2,48 CHF | 2,49 CHF | 200 000 | 200 000 | 56 829 | 56 829 | 140 657 CHF | 141 230 CHF | 95,33% | 97,33% |
19/11/2024 | 0,47% | 2,27 CHF | 2,28 CHF | 200 000 | 200 000 | 71 627 | 71 627 | 158 593 CHF | 159 311 CHF | 97,83% | 97,83% |
18/11/2024 | 0,51% | 2,17 CHF | 2,18 CHF | 210 000 | 210 000 | 70 381 | 70 381 | 143 186 CHF | 143 891 CHF | 96,62% | 96,62% |
15/11/2024 | 0,49% | 1,98 CHF | 1,99 CHF | 220 000 | 220 000 | 72 331 | 72 331 | 148 057 CHF | 148 782 CHF | 98,03% | 98,03% |
14/11/2024 | 0,48% | 2,15 CHF | 2,16 CHF | 210 000 | 210 000 | 70 073 | 70 073 | 149 738 CHF | 150 442 CHF | 97,82% | 97,82% |
13/11/2024 | 0,51% | 2,07 CHF | 2,08 CHF | 210 000 | 210 000 | 72 170 | 72 170 | 146 428 CHF | 147 152 CHF | 98,62% | 98,62% |
12/11/2024 | 0,55% | 1,89 CHF | 1,90 CHF | 220 000 | 220 000 | 73 064 | 73 064 | 137 922 CHF | 138 656 CHF | 97,95% | 97,95% |
11/11/2024 | 0,62% | 1,83 CHF | 1,86 CHF | 22 000 | 22 000 | 67 182 | 67 182 | 120 253 CHF | 120 942 CHF | 99,05% | 99,05% |
08/11/2024 | 0,59% | 1,71 CHF | 1,72 CHF | 230 000 | 230 000 | 74 521 | 74 521 | 129 718 CHF | 130 467 CHF | 98,22% | 98,22% |
07/11/2024 | 0,63% | 1,70 CHF | 1,71 CHF | 230 000 | 230 000 | 75 185 | 75 185 | 123 749 CHF | 124 504 CHF | 98,86% | 98,86% |