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 | 0,37% | 2,77 CHF | 2,78 CHF | 280 000 | 280 000 | 114 127 | 114 127 | 314 820 CHF | 315 963 CHF | 99,89% | 99,89% |
19/11/2024 | 0,38% | 2,74 CHF | 2,75 CHF | 280 000 | 280 000 | 110 692 | 110 692 | 300 616 CHF | 301 725 CHF | 99,95% | 99,95% |
18/11/2024 | 0,37% | 2,74 CHF | 2,75 CHF | 280 000 | 280 000 | 107 083 | 107 083 | 291 959 CHF | 293 032 CHF | 99,89% | 99,89% |
15/11/2024 | 0,38% | 2,74 CHF | 2,75 CHF | 280 000 | 280 000 | 111 179 | 111 179 | 302 137 CHF | 303 253 CHF | 100,00% | 100,00% |
14/11/2024 | 0,38% | 2,66 CHF | 2,67 CHF | 270 000 | 270 000 | 109 048 | 109 048 | 290 895 CHF | 291 987 CHF | 99,76% | 99,76% |
13/11/2024 | 0,37% | 2,73 CHF | 2,74 CHF | 280 000 | 280 000 | 113 501 | 113 501 | 311 370 CHF | 312 507 CHF | 100,00% | 100,00% |
12/11/2024 | 0,38% | 2,76 CHF | 2,77 CHF | 280 000 | 280 000 | 111 406 | 111 406 | 302 351 CHF | 303 467 CHF | 99,95% | 99,95% |
11/11/2024 | 0,39% | 2,66 CHF | 2,67 CHF | 270 000 | 270 000 | 102 895 | 102 895 | 266 785 CHF | 267 816 CHF | 99,36% | 99,36% |
08/11/2024 | 0,40% | 2,53 CHF | 2,54 CHF | 260 000 | 260 000 | 103 098 | 103 098 | 262 228 CHF | 263 260 CHF | 99,53% | 99,53% |
07/11/2024 | 0,39% | 2,55 CHF | 2,56 CHF | 260 000 | 260 000 | 108 129 | 108 129 | 280 888 CHF | 281 972 CHF | 99,86% | 99,86% |