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% | 2,80 CHF | 2,81 CHF | 280 000 | 280 000 | 114 127 | 114 127 | 319 247 CHF | 320 390 CHF | 99,89% | 99,89% |
19/11/2024 | 0,37% | 2,78 CHF | 2,79 CHF | 280 000 | 280 000 | 110 661 | 110 661 | 304 697 CHF | 305 806 CHF | 99,95% | 99,95% |
18/11/2024 | 0,37% | 2,78 CHF | 2,79 CHF | 280 000 | 280 000 | 107 074 | 107 074 | 295 996 CHF | 297 069 CHF | 99,89% | 99,89% |
15/11/2024 | 0,37% | 2,78 CHF | 2,79 CHF | 280 000 | 280 000 | 111 146 | 111 146 | 306 260 CHF | 307 375 CHF | 100,00% | 100,00% |
14/11/2024 | 0,38% | 2,69 CHF | 2,70 CHF | 270 000 | 270 000 | 109 047 | 109 047 | 294 966 CHF | 296 059 CHF | 99,76% | 99,76% |
13/11/2024 | 0,37% | 2,77 CHF | 2,78 CHF | 280 000 | 280 000 | 113 501 | 113 501 | 315 653 CHF | 316 790 CHF | 100,00% | 100,00% |
12/11/2024 | 0,37% | 2,80 CHF | 2,81 CHF | 280 000 | 280 000 | 111 404 | 111 404 | 306 544 CHF | 307 660 CHF | 99,95% | 99,95% |
11/11/2024 | 0,39% | 2,69 CHF | 2,70 CHF | 270 000 | 270 000 | 102 890 | 102 890 | 270 469 CHF | 271 500 CHF | 99,36% | 99,36% |
08/11/2024 | 0,39% | 2,57 CHF | 2,58 CHF | 260 000 | 260 000 | 103 099 | 103 099 | 265 839 CHF | 266 872 CHF | 99,53% | 99,53% |
07/11/2024 | 0,38% | 2,59 CHF | 2,60 CHF | 260 000 | 260 000 | 108 129 | 108 129 | 284 846 CHF | 285 930 CHF | 99,86% | 99,86% |