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 | 0,45% | 2,30 CHF | 2,31 CHF | 280 000 | 280 000 | 114 116 | 114 116 | 262 025 CHF | 263 168 CHF | 99,89% | 99,89% |
19/11/2024 | 0,45% | 2,28 CHF | 2,29 CHF | 280 000 | 280 000 | 110 695 | 110 695 | 249 511 CHF | 250 620 CHF | 99,95% | 99,95% |
18/11/2024 | 0,45% | 2,28 CHF | 2,29 CHF | 280 000 | 280 000 | 107 065 | 107 065 | 242 256 CHF | 243 329 CHF | 99,89% | 99,89% |
15/11/2024 | 0,46% | 2,28 CHF | 2,29 CHF | 280 000 | 280 000 | 111 178 | 111 178 | 250 520 CHF | 251 635 CHF | 100,00% | 100,00% |
14/11/2024 | 0,46% | 2,19 CHF | 2,20 CHF | 270 000 | 270 000 | 109 041 | 109 041 | 240 179 CHF | 241 272 CHF | 99,76% | 99,76% |
13/11/2024 | 0,44% | 2,26 CHF | 2,27 CHF | 280 000 | 280 000 | 113 494 | 113 494 | 258 870 CHF | 260 007 CHF | 100,00% | 100,00% |
12/11/2024 | 0,45% | 2,30 CHF | 2,31 CHF | 280 000 | 280 000 | 111 418 | 111 418 | 250 968 CHF | 252 084 CHF | 99,95% | 99,95% |
11/11/2024 | 0,48% | 2,20 CHF | 2,21 CHF | 270 000 | 270 000 | 102 896 | 102 896 | 219 455 CHF | 220 486 CHF | 99,36% | 99,36% |
08/11/2024 | 0,49% | 2,07 CHF | 2,08 CHF | 260 000 | 260 000 | 103 099 | 103 099 | 215 117 CHF | 216 150 CHF | 99,53% | 99,53% |
07/11/2024 | 0,47% | 2,10 CHF | 2,11 CHF | 260 000 | 260 000 | 108 121 | 108 121 | 231 406 CHF | 232 489 CHF | 99,86% | 99,86% |