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 | 0,38% | 2,72 CHF | 2,73 CHF | 280 000 | 280 000 | 114 130 | 114 130 | 309 180 CHF | 310 324 CHF | 99,89% | 99,89% |
19/11/2024 | 0,38% | 2,69 CHF | 2,70 CHF | 280 000 | 280 000 | 110 661 | 110 661 | 295 046 CHF | 296 154 CHF | 99,95% | 99,95% |
18/11/2024 | 0,38% | 2,69 CHF | 2,70 CHF | 280 000 | 280 000 | 107 075 | 107 075 | 286 594 CHF | 287 666 CHF | 99,89% | 99,89% |
15/11/2024 | 0,39% | 2,69 CHF | 2,70 CHF | 280 000 | 280 000 | 111 145 | 111 145 | 296 478 CHF | 297 592 CHF | 100,00% | 100,00% |
14/11/2024 | 0,39% | 2,60 CHF | 2,61 CHF | 270 000 | 270 000 | 109 040 | 109 040 | 285 356 CHF | 286 448 CHF | 99,76% | 99,76% |
13/11/2024 | 0,38% | 2,68 CHF | 2,69 CHF | 280 000 | 280 000 | 113 502 | 113 502 | 305 768 CHF | 306 906 CHF | 100,00% | 100,00% |
12/11/2024 | 0,38% | 2,71 CHF | 2,72 CHF | 280 000 | 280 000 | 111 407 | 111 407 | 296 832 CHF | 297 948 CHF | 99,95% | 99,95% |
11/11/2024 | 0,40% | 2,61 CHF | 2,62 CHF | 270 000 | 270 000 | 102 895 | 102 895 | 261 586 CHF | 262 617 CHF | 99,35% | 99,35% |
08/11/2024 | 0,41% | 2,48 CHF | 2,49 CHF | 260 000 | 260 000 | 103 100 | 103 100 | 257 021 CHF | 258 054 CHF | 99,53% | 99,53% |
07/11/2024 | 0,40% | 2,50 CHF | 2,51 CHF | 260 000 | 260 000 | 108 126 | 108 126 | 275 385 CHF | 276 468 CHF | 99,86% | 99,86% |