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 | 0,82% | 2,82 CHF | 2,83 CHF | 195 000 | 195 000 | 86 988 | 86 988 | 245 291 CHF | 246 866 CHF | 99,90% | 99,90% |
19/11/2024 | 0,84% | 2,83 CHF | 2,84 CHF | 195 000 | 195 000 | 80 357 | 80 357 | 229 262 CHF | 230 707 CHF | 100,00% | 100,00% |
18/11/2024 | 0,65% | 2,90 CHF | 2,91 CHF | 200 000 | 200 000 | 89 574 | 89 574 | 262 533 CHF | 263 935 CHF | 99,89% | 99,89% |
15/11/2024 | 0,61% | 2,96 CHF | 2,97 CHF | 205 000 | 205 000 | 91 454 | 91 454 | 271 350 CHF | 272 737 CHF | 99,90% | 99,90% |
14/11/2024 | 0,76% | 2,93 CHF | 2,94 CHF | 200 000 | 200 000 | 68 840 | 68 840 | 201 473 CHF | 202 509 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 2,87 CHF | 2,88 CHF | 200 000 | 200 000 | 87 823 | 87 823 | 249 614 CHF | 251 197 CHF | 100,00% | 100,00% |
12/11/2024 | 0,84% | 2,84 CHF | 2,85 CHF | 195 000 | 195 000 | 86 094 | 86 094 | 239 516 CHF | 241 066 CHF | 99,85% | 99,85% |
11/11/2024 | 0,86% | 2,74 CHF | 2,75 CHF | 190 000 | 190 000 | 83 947 | 83 947 | 227 410 CHF | 228 924 CHF | 99,55% | 99,55% |
08/11/2024 | 0,86% | 2,70 CHF | 2,71 CHF | 190 000 | 190 000 | 85 222 | 85 222 | 229 770 CHF | 231 310 CHF | 99,46% | 99,46% |
07/11/2024 | 0,85% | 2,70 CHF | 2,71 CHF | 190 000 | 190 000 | 85 399 | 85 399 | 232 780 CHF | 234 329 CHF | 100,00% | 100,00% |