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 | 0,40% | 2,59 CHF | 2,60 CHF | 280 000 | 280 000 | 114 133 | 114 133 | 294 480 CHF | 295 623 CHF | 99,89% | 99,89% |
19/11/2024 | 0,40% | 2,57 CHF | 2,58 CHF | 280 000 | 280 000 | 110 687 | 110 687 | 280 964 CHF | 282 073 CHF | 99,95% | 99,95% |
18/11/2024 | 0,40% | 2,56 CHF | 2,57 CHF | 280 000 | 280 000 | 107 085 | 107 085 | 272 864 CHF | 273 937 CHF | 99,89% | 99,89% |
15/11/2024 | 0,40% | 2,57 CHF | 2,58 CHF | 280 000 | 280 000 | 111 181 | 111 181 | 282 293 CHF | 283 408 CHF | 100,00% | 100,00% |
14/11/2024 | 0,41% | 2,48 CHF | 2,49 CHF | 270 000 | 270 000 | 109 039 | 109 039 | 271 377 CHF | 272 469 CHF | 99,76% | 99,76% |
13/11/2024 | 0,40% | 2,55 CHF | 2,56 CHF | 280 000 | 280 000 | 113 500 | 113 500 | 291 169 CHF | 292 306 CHF | 100,00% | 100,00% |
12/11/2024 | 0,40% | 2,58 CHF | 2,59 CHF | 280 000 | 280 000 | 111 410 | 111 410 | 282 622 CHF | 283 738 CHF | 99,95% | 99,95% |
11/11/2024 | 0,42% | 2,48 CHF | 2,49 CHF | 270 000 | 270 000 | 102 894 | 102 894 | 248 530 CHF | 249 560 CHF | 99,35% | 99,35% |
08/11/2024 | 0,43% | 2,35 CHF | 2,36 CHF | 260 000 | 260 000 | 103 099 | 103 099 | 244 070 CHF | 245 103 CHF | 99,53% | 99,53% |
07/11/2024 | 0,42% | 2,38 CHF | 2,39 CHF | 260 000 | 260 000 | 108 130 | 108 130 | 261 835 CHF | 262 918 CHF | 99,86% | 99,86% |