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 | 0,36% | 2,87 CHF | 2,88 CHF | 300 000 | 300 000 | 133 716 | 133 716 | 383 172 CHF | 384 512 CHF | 99,90% | 99,90% |
19/11/2024 | 0,37% | 2,82 CHF | 2,83 CHF | 300 000 | 300 000 | 126 885 | 126 885 | 354 519 CHF | 355 791 CHF | 99,91% | 99,91% |
18/11/2024 | 0,35% | 2,82 CHF | 2,83 CHF | 300 000 | 300 000 | 133 495 | 133 495 | 380 755 CHF | 382 092 CHF | 98,23% | 98,23% |
15/11/2024 | 0,36% | 2,90 CHF | 2,91 CHF | 300 000 | 300 000 | 125 217 | 125 217 | 356 588 CHF | 357 842 CHF | 99,71% | 99,71% |
14/11/2024 | 0,38% | 2,69 CHF | 2,70 CHF | 260 000 | 260 000 | 119 735 | 119 735 | 323 002 CHF | 324 202 CHF | 100,00% | 100,00% |
13/11/2024 | 0,39% | 2,65 CHF | 2,66 CHF | 260 000 | 260 000 | 116 305 | 116 305 | 305 844 CHF | 307 009 CHF | 100,00% | 100,00% |
12/11/2024 | 0,39% | 2,63 CHF | 2,64 CHF | 260 000 | 260 000 | 116 066 | 116 066 | 304 437 CHF | 305 600 CHF | 99,91% | 99,91% |
11/11/2024 | 0,41% | 2,59 CHF | 2,60 CHF | 260 000 | 260 000 | 110 687 | 110 687 | 276 866 CHF | 277 975 CHF | 99,90% | 99,90% |
08/11/2024 | 0,44% | 2,41 CHF | 2,42 CHF | 240 000 | 240 000 | 102 191 | 102 191 | 236 663 CHF | 237 687 CHF | 98,97% | 98,97% |
07/11/2024 | 0,55% | 2,22 CHF | 2,23 CHF | 220 000 | 220 000 | 79 760 | 79 760 | 172 392 CHF | 173 223 CHF | 97,33% | 97,33% |