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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,48% | 2,10 CHF | 2,11 CHF | 270 000 | 270 000 | 109 314 | 109 314 | 233 911 CHF | 235 011 CHF | 99,15% | 99,15% |
22/11/2024 | 0,46% | 2,19 CHF | 2,20 CHF | 270 000 | 270 000 | 112 605 | 112 605 | 247 168 CHF | 248 296 CHF | 100,00% | 100,00% |
20/11/2024 | 0,46% | 2,21 CHF | 2,22 CHF | 280 000 | 280 000 | 114 123 | 114 123 | 251 858 CHF | 253 002 CHF | 99,89% | 99,89% |
19/11/2024 | 0,47% | 2,19 CHF | 2,20 CHF | 280 000 | 280 000 | 110 691 | 110 691 | 239 644 CHF | 240 753 CHF | 99,95% | 99,95% |
18/11/2024 | 0,47% | 2,19 CHF | 2,20 CHF | 280 000 | 280 000 | 107 076 | 107 076 | 232 694 CHF | 233 767 CHF | 99,89% | 99,89% |
15/11/2024 | 0,48% | 2,19 CHF | 2,20 CHF | 280 000 | 280 000 | 111 177 | 111 177 | 240 548 CHF | 241 663 CHF | 100,00% | 100,00% |
14/11/2024 | 0,48% | 2,10 CHF | 2,11 CHF | 270 000 | 270 000 | 109 040 | 109 040 | 230 411 CHF | 231 503 CHF | 99,76% | 99,76% |
13/11/2024 | 0,46% | 2,18 CHF | 2,19 CHF | 280 000 | 280 000 | 113 494 | 113 494 | 248 777 CHF | 249 914 CHF | 100,00% | 100,00% |
12/11/2024 | 0,47% | 2,21 CHF | 2,22 CHF | 280 000 | 280 000 | 111 416 | 111 416 | 241 062 CHF | 242 178 CHF | 99,95% | 99,95% |
11/11/2024 | 0,50% | 2,11 CHF | 2,12 CHF | 270 000 | 270 000 | 102 890 | 102 890 | 210 267 CHF | 211 298 CHF | 99,35% | 99,35% |