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 | 0,39% | 2,60 CHF | 2,61 CHF | 300 000 | 300 000 | 133 719 | 133 719 | 347 534 CHF | 348 873 CHF | 99,90% | 99,90% |
19/11/2024 | 0,40% | 2,55 CHF | 2,56 CHF | 300 000 | 300 000 | 126 890 | 126 890 | 320 886 CHF | 322 158 CHF | 99,90% | 99,90% |
18/11/2024 | 0,39% | 2,55 CHF | 2,56 CHF | 300 000 | 300 000 | 133 496 | 133 496 | 345 220 CHF | 346 556 CHF | 98,23% | 98,23% |
15/11/2024 | 0,40% | 2,63 CHF | 2,64 CHF | 300 000 | 300 000 | 125 217 | 125 217 | 323 188 CHF | 324 443 CHF | 99,71% | 99,71% |
14/11/2024 | 0,42% | 2,42 CHF | 2,43 CHF | 260 000 | 260 000 | 119 737 | 119 737 | 291 061 CHF | 292 260 CHF | 100,00% | 100,00% |
13/11/2024 | 0,43% | 2,38 CHF | 2,39 CHF | 260 000 | 260 000 | 116 304 | 116 304 | 274 904 CHF | 276 069 CHF | 100,00% | 100,00% |
12/11/2024 | 0,43% | 2,37 CHF | 2,38 CHF | 260 000 | 260 000 | 116 092 | 116 092 | 273 683 CHF | 274 846 CHF | 99,87% | 99,87% |
11/11/2024 | 0,46% | 2,32 CHF | 2,33 CHF | 260 000 | 260 000 | 110 683 | 110 683 | 247 570 CHF | 248 679 CHF | 99,90% | 99,90% |
08/11/2024 | 0,50% | 2,14 CHF | 2,15 CHF | 240 000 | 240 000 | 102 195 | 102 195 | 209 902 CHF | 210 926 CHF | 98,96% | 98,96% |
07/11/2024 | 0,63% | 1,95 CHF | 1,96 CHF | 220 000 | 220 000 | 80 003 | 80 003 | 151 890 CHF | 152 724 CHF | 97,01% | 97,01% |