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 | 0,38% | 2,69 CHF | 2,70 CHF | 300 000 | 300 000 | 133 717 | 133 717 | 359 389 CHF | 360 729 CHF | 99,90% | 99,90% |
19/11/2024 | 0,39% | 2,64 CHF | 2,65 CHF | 300 000 | 300 000 | 126 890 | 126 890 | 332 054 CHF | 333 326 CHF | 99,90% | 99,90% |
18/11/2024 | 0,38% | 2,64 CHF | 2,65 CHF | 300 000 | 300 000 | 133 495 | 133 495 | 357 026 CHF | 358 362 CHF | 98,23% | 98,23% |
15/11/2024 | 0,38% | 2,72 CHF | 2,73 CHF | 300 000 | 300 000 | 125 216 | 125 216 | 334 307 CHF | 335 561 CHF | 99,71% | 99,71% |
14/11/2024 | 0,41% | 2,51 CHF | 2,52 CHF | 260 000 | 260 000 | 119 743 | 119 743 | 301 738 CHF | 302 938 CHF | 100,00% | 100,00% |
13/11/2024 | 0,42% | 2,47 CHF | 2,48 CHF | 260 000 | 260 000 | 116 301 | 116 301 | 285 206 CHF | 286 371 CHF | 100,00% | 100,00% |
12/11/2024 | 0,42% | 2,46 CHF | 2,47 CHF | 260 000 | 260 000 | 116 035 | 116 035 | 283 826 CHF | 284 988 CHF | 99,91% | 99,91% |
11/11/2024 | 0,44% | 2,41 CHF | 2,42 CHF | 260 000 | 260 000 | 110 683 | 110 683 | 257 345 CHF | 258 453 CHF | 99,90% | 99,90% |
08/11/2024 | 0,48% | 2,23 CHF | 2,24 CHF | 240 000 | 240 000 | 102 191 | 102 191 | 218 855 CHF | 219 879 CHF | 98,96% | 98,96% |
07/11/2024 | 0,60% | 2,04 CHF | 2,05 CHF | 220 000 | 220 000 | 80 001 | 80 001 | 158 871 CHF | 159 705 CHF | 97,01% | 97,01% |