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% | 2,94 CHF | 2,95 CHF | 280 000 | 280 000 | 114 115 | 114 115 | 334 634 CHF | 335 778 CHF | 99,89% | 99,89% |
19/11/2024 | 0,35% | 2,92 CHF | 2,93 CHF | 280 000 | 280 000 | 110 695 | 110 695 | 319 866 CHF | 320 975 CHF | 99,95% | 99,95% |
18/11/2024 | 0,35% | 2,92 CHF | 2,93 CHF | 280 000 | 280 000 | 107 063 | 107 063 | 310 554 CHF | 311 626 CHF | 99,89% | 99,89% |
15/11/2024 | 0,36% | 2,92 CHF | 2,93 CHF | 280 000 | 280 000 | 111 178 | 111 178 | 321 626 CHF | 322 741 CHF | 100,00% | 100,00% |
14/11/2024 | 0,36% | 2,83 CHF | 2,84 CHF | 270 000 | 270 000 | 109 040 | 109 040 | 309 971 CHF | 311 063 CHF | 99,76% | 99,76% |
13/11/2024 | 0,35% | 2,90 CHF | 2,91 CHF | 280 000 | 280 000 | 113 494 | 113 494 | 331 014 CHF | 332 151 CHF | 100,00% | 100,00% |
12/11/2024 | 0,35% | 2,94 CHF | 2,95 CHF | 280 000 | 280 000 | 111 409 | 111 409 | 321 707 CHF | 322 823 CHF | 99,95% | 99,95% |
11/11/2024 | 0,37% | 2,83 CHF | 2,84 CHF | 270 000 | 270 000 | 102 896 | 102 896 | 284 561 CHF | 285 592 CHF | 99,35% | 99,35% |
08/11/2024 | 0,37% | 2,70 CHF | 2,71 CHF | 260 000 | 260 000 | 103 098 | 103 098 | 279 929 CHF | 280 962 CHF | 99,53% | 99,53% |
07/11/2024 | 0,37% | 2,73 CHF | 2,74 CHF | 260 000 | 260 000 | 108 128 | 108 128 | 299 440 CHF | 300 523 CHF | 99,86% | 99,86% |