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 | 0,48% | 2,12 CHF | 2,13 CHF | 280 000 | 280 000 | 114 125 | 114 125 | 241 649 CHF | 242 793 CHF | 99,89% | 99,89% |
19/11/2024 | 0,49% | 2,10 CHF | 2,11 CHF | 280 000 | 280 000 | 110 687 | 110 687 | 229 777 CHF | 230 886 CHF | 99,95% | 99,95% |
18/11/2024 | 0,49% | 2,10 CHF | 2,11 CHF | 280 000 | 280 000 | 107 074 | 107 074 | 223 108 CHF | 224 181 CHF | 99,89% | 99,89% |
15/11/2024 | 0,50% | 2,10 CHF | 2,11 CHF | 280 000 | 280 000 | 111 180 | 111 180 | 230 573 CHF | 231 689 CHF | 100,00% | 100,00% |
14/11/2024 | 0,50% | 2,01 CHF | 2,02 CHF | 270 000 | 270 000 | 109 048 | 109 048 | 220 635 CHF | 221 727 CHF | 99,76% | 99,76% |
13/11/2024 | 0,48% | 2,09 CHF | 2,10 CHF | 280 000 | 280 000 | 113 502 | 113 502 | 238 683 CHF | 239 820 CHF | 100,00% | 100,00% |
12/11/2024 | 0,49% | 2,12 CHF | 2,13 CHF | 280 000 | 280 000 | 111 404 | 111 404 | 231 133 CHF | 232 249 CHF | 99,95% | 99,95% |
11/11/2024 | 0,52% | 2,02 CHF | 2,03 CHF | 270 000 | 270 000 | 102 891 | 102 891 | 201 103 CHF | 202 134 CHF | 99,35% | 99,35% |
08/11/2024 | 0,53% | 1,90 CHF | 1,91 CHF | 260 000 | 260 000 | 103 099 | 103 099 | 196 787 CHF | 197 819 CHF | 99,53% | 99,53% |
07/11/2024 | 0,51% | 1,92 CHF | 1,93 CHF | 260 000 | 260 000 | 108 130 | 108 130 | 212 234 CHF | 213 317 CHF | 99,86% | 99,86% |