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 | 0,35% | 2,90 CHF | 2,91 CHF | 280 000 | 280 000 | 114 120 | 114 120 | 329 740 CHF | 330 883 CHF | 99,89% | 99,89% |
19/11/2024 | 0,36% | 2,87 CHF | 2,88 CHF | 280 000 | 280 000 | 110 667 | 110 667 | 314 983 CHF | 316 092 CHF | 99,95% | 99,95% |
18/11/2024 | 0,36% | 2,87 CHF | 2,88 CHF | 280 000 | 280 000 | 107 063 | 107 063 | 305 924 CHF | 306 997 CHF | 99,89% | 99,89% |
15/11/2024 | 0,36% | 2,88 CHF | 2,89 CHF | 280 000 | 280 000 | 111 144 | 111 144 | 316 606 CHF | 317 721 CHF | 100,00% | 100,00% |
14/11/2024 | 0,36% | 2,78 CHF | 2,79 CHF | 270 000 | 270 000 | 109 041 | 109 041 | 305 017 CHF | 306 109 CHF | 99,76% | 99,76% |
13/11/2024 | 0,35% | 2,86 CHF | 2,87 CHF | 280 000 | 280 000 | 113 507 | 113 507 | 326 143 CHF | 327 280 CHF | 100,00% | 100,00% |
12/11/2024 | 0,36% | 2,89 CHF | 2,90 CHF | 280 000 | 280 000 | 111 382 | 111 382 | 316 714 CHF | 317 830 CHF | 99,95% | 99,95% |
11/11/2024 | 0,38% | 2,78 CHF | 2,79 CHF | 270 000 | 270 000 | 102 901 | 102 901 | 279 933 CHF | 280 964 CHF | 99,35% | 99,35% |
08/11/2024 | 0,38% | 2,66 CHF | 2,67 CHF | 260 000 | 260 000 | 103 099 | 103 099 | 275 214 CHF | 276 247 CHF | 99,53% | 99,53% |
07/11/2024 | 0,37% | 2,68 CHF | 2,69 CHF | 260 000 | 260 000 | 108 123 | 108 123 | 294 659 CHF | 295 743 CHF | 99,86% | 99,86% |