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 | 0,41% | 2,51 CHF | 2,52 CHF | 300 000 | 300 000 | 133 718 | 133 718 | 335 653 CHF | 336 993 CHF | 99,90% | 99,90% |
19/11/2024 | 0,42% | 2,47 CHF | 2,48 CHF | 300 000 | 300 000 | 126 888 | 126 888 | 309 722 CHF | 310 994 CHF | 99,91% | 99,91% |
18/11/2024 | 0,40% | 2,46 CHF | 2,47 CHF | 300 000 | 300 000 | 133 495 | 133 495 | 333 335 CHF | 334 671 CHF | 98,23% | 98,23% |
15/11/2024 | 0,41% | 2,54 CHF | 2,55 CHF | 300 000 | 300 000 | 125 217 | 125 217 | 312 026 CHF | 313 281 CHF | 99,71% | 99,71% |
14/11/2024 | 0,44% | 2,33 CHF | 2,34 CHF | 260 000 | 260 000 | 119 737 | 119 737 | 280 457 CHF | 281 656 CHF | 100,00% | 100,00% |
13/11/2024 | 0,45% | 2,29 CHF | 2,30 CHF | 260 000 | 260 000 | 116 299 | 116 299 | 264 649 CHF | 265 814 CHF | 100,00% | 100,00% |
12/11/2024 | 0,45% | 2,28 CHF | 2,29 CHF | 260 000 | 260 000 | 116 080 | 116 080 | 263 409 CHF | 264 572 CHF | 99,89% | 99,89% |
11/11/2024 | 0,48% | 2,23 CHF | 2,24 CHF | 260 000 | 260 000 | 110 683 | 110 683 | 237 801 CHF | 238 910 CHF | 99,90% | 99,90% |
08/11/2024 | 0,52% | 2,06 CHF | 2,07 CHF | 240 000 | 240 000 | 102 191 | 102 191 | 200 924 CHF | 201 948 CHF | 98,96% | 98,96% |
07/11/2024 | 0,66% | 1,87 CHF | 1,88 CHF | 220 000 | 220 000 | 80 018 | 80 018 | 144 951 CHF | 145 785 CHF | 97,01% | 97,01% |