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 | 0,46% | 2,24 CHF | 2,25 CHF | 280 000 | 280 000 | 114 120 | 114 120 | 254 677 CHF | 255 821 CHF | 99,89% | 99,89% |
19/11/2024 | 0,47% | 2,22 CHF | 2,23 CHF | 280 000 | 280 000 | 110 665 | 110 665 | 242 483 CHF | 243 591 CHF | 99,95% | 99,95% |
18/11/2024 | 0,46% | 2,21 CHF | 2,22 CHF | 280 000 | 280 000 | 107 062 | 107 062 | 235 412 CHF | 236 485 CHF | 99,89% | 99,89% |
15/11/2024 | 0,47% | 2,22 CHF | 2,23 CHF | 280 000 | 280 000 | 111 145 | 111 145 | 243 249 CHF | 244 364 CHF | 100,00% | 100,00% |
14/11/2024 | 0,47% | 2,13 CHF | 2,14 CHF | 270 000 | 270 000 | 109 041 | 109 041 | 233 128 CHF | 234 220 CHF | 99,76% | 99,76% |
13/11/2024 | 0,46% | 2,20 CHF | 2,21 CHF | 280 000 | 280 000 | 113 501 | 113 501 | 251 682 CHF | 252 819 CHF | 100,00% | 100,00% |
12/11/2024 | 0,47% | 2,24 CHF | 2,25 CHF | 280 000 | 280 000 | 111 379 | 111 379 | 243 831 CHF | 244 946 CHF | 99,95% | 99,95% |
11/11/2024 | 0,49% | 2,13 CHF | 2,14 CHF | 270 000 | 270 000 | 102 900 | 102 900 | 212 730 CHF | 213 761 CHF | 99,35% | 99,35% |
08/11/2024 | 0,50% | 2,01 CHF | 2,02 CHF | 260 000 | 260 000 | 103 100 | 103 100 | 208 494 CHF | 209 527 CHF | 99,53% | 99,53% |
07/11/2024 | 0,49% | 2,03 CHF | 2,04 CHF | 260 000 | 260 000 | 108 125 | 108 125 | 224 560 CHF | 225 644 CHF | 99,86% | 99,86% |