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 | 0,44% | 2,33 CHF | 2,34 CHF | 280 000 | 280 000 | 114 131 | 114 131 | 265 411 CHF | 266 555 CHF | 99,89% | 99,89% |
19/11/2024 | 0,45% | 2,31 CHF | 2,32 CHF | 280 000 | 280 000 | 110 664 | 110 664 | 252 661 CHF | 253 770 CHF | 99,95% | 99,95% |
18/11/2024 | 0,44% | 2,31 CHF | 2,32 CHF | 280 000 | 280 000 | 107 079 | 107 079 | 245 396 CHF | 246 469 CHF | 99,89% | 99,89% |
15/11/2024 | 0,45% | 2,31 CHF | 2,32 CHF | 280 000 | 280 000 | 111 149 | 111 149 | 253 678 CHF | 254 793 CHF | 100,00% | 100,00% |
14/11/2024 | 0,46% | 2,22 CHF | 2,23 CHF | 270 000 | 270 000 | 109 041 | 109 041 | 243 274 CHF | 244 366 CHF | 99,76% | 99,76% |
13/11/2024 | 0,44% | 2,29 CHF | 2,30 CHF | 280 000 | 280 000 | 113 497 | 113 497 | 262 224 CHF | 263 361 CHF | 100,00% | 100,00% |
12/11/2024 | 0,45% | 2,33 CHF | 2,34 CHF | 280 000 | 280 000 | 111 405 | 111 405 | 254 180 CHF | 255 296 CHF | 99,95% | 99,95% |
11/11/2024 | 0,47% | 2,22 CHF | 2,23 CHF | 270 000 | 270 000 | 102 892 | 102 892 | 222 258 CHF | 223 289 CHF | 99,36% | 99,36% |
08/11/2024 | 0,48% | 2,10 CHF | 2,11 CHF | 260 000 | 260 000 | 103 098 | 103 098 | 217 859 CHF | 218 892 CHF | 99,53% | 99,53% |
07/11/2024 | 0,47% | 2,12 CHF | 2,13 CHF | 260 000 | 260 000 | 108 130 | 108 130 | 234 393 CHF | 235 476 CHF | 99,86% | 99,86% |