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 | 0,42% | 2,42 CHF | 2,43 CHF | 280 000 | 280 000 | 114 117 | 114 117 | 275 894 CHF | 277 038 CHF | 99,89% | 99,89% |
19/11/2024 | 0,43% | 2,40 CHF | 2,41 CHF | 280 000 | 280 000 | 110 666 | 110 666 | 262 833 CHF | 263 941 CHF | 99,95% | 99,95% |
18/11/2024 | 0,43% | 2,40 CHF | 2,41 CHF | 280 000 | 280 000 | 107 064 | 107 064 | 255 256 CHF | 256 329 CHF | 99,89% | 99,89% |
15/11/2024 | 0,43% | 2,40 CHF | 2,41 CHF | 280 000 | 280 000 | 111 150 | 111 150 | 263 907 CHF | 265 022 CHF | 100,00% | 100,00% |
14/11/2024 | 0,44% | 2,31 CHF | 2,32 CHF | 270 000 | 270 000 | 109 039 | 109 039 | 253 375 CHF | 254 467 CHF | 99,76% | 99,76% |
13/11/2024 | 0,42% | 2,39 CHF | 2,40 CHF | 280 000 | 280 000 | 113 494 | 113 494 | 272 663 CHF | 273 800 CHF | 100,00% | 100,00% |
12/11/2024 | 0,43% | 2,42 CHF | 2,43 CHF | 280 000 | 280 000 | 111 418 | 111 418 | 264 446 CHF | 265 562 CHF | 99,95% | 99,95% |
11/11/2024 | 0,45% | 2,32 CHF | 2,33 CHF | 270 000 | 270 000 | 102 894 | 102 894 | 231 708 CHF | 232 739 CHF | 99,35% | 99,35% |
08/11/2024 | 0,46% | 2,19 CHF | 2,20 CHF | 260 000 | 260 000 | 103 098 | 103 098 | 227 312 CHF | 228 345 CHF | 99,53% | 99,53% |
07/11/2024 | 0,45% | 2,22 CHF | 2,23 CHF | 260 000 | 260 000 | 108 121 | 108 121 | 244 246 CHF | 245 330 CHF | 99,86% | 99,86% |