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 | 0,34% | 2,99 CHF | 3,00 CHF | 280 000 | 280 000 | 114 131 | 114 131 | 340 251 CHF | 341 395 CHF | 99,89% | 99,89% |
19/11/2024 | 0,35% | 2,97 CHF | 2,98 CHF | 280 000 | 280 000 | 110 664 | 110 664 | 325 130 CHF | 326 239 CHF | 99,95% | 99,95% |
18/11/2024 | 0,34% | 2,96 CHF | 2,97 CHF | 280 000 | 280 000 | 107 079 | 107 079 | 315 818 CHF | 316 891 CHF | 99,89% | 99,89% |
15/11/2024 | 0,35% | 2,97 CHF | 2,98 CHF | 280 000 | 280 000 | 111 143 | 111 143 | 326 912 CHF | 328 027 CHF | 100,00% | 100,00% |
14/11/2024 | 0,35% | 2,88 CHF | 2,89 CHF | 270 000 | 270 000 | 109 041 | 109 041 | 315 156 CHF | 316 249 CHF | 99,76% | 99,76% |
13/11/2024 | 0,34% | 2,95 CHF | 2,96 CHF | 280 000 | 280 000 | 113 507 | 113 507 | 336 621 CHF | 337 759 CHF | 100,00% | 100,00% |
12/11/2024 | 0,35% | 2,98 CHF | 2,99 CHF | 280 000 | 280 000 | 111 382 | 111 382 | 327 005 CHF | 328 121 CHF | 99,95% | 99,95% |
11/11/2024 | 0,36% | 2,88 CHF | 2,89 CHF | 270 000 | 270 000 | 102 904 | 102 904 | 289 463 CHF | 290 494 CHF | 99,36% | 99,36% |
08/11/2024 | 0,37% | 2,75 CHF | 2,76 CHF | 260 000 | 260 000 | 103 098 | 103 098 | 284 711 CHF | 285 744 CHF | 99,53% | 99,53% |
07/11/2024 | 0,36% | 2,77 CHF | 2,78 CHF | 260 000 | 260 000 | 108 124 | 108 124 | 304 569 CHF | 305 652 CHF | 99,86% | 99,86% |