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 | 0,37% | 2,78 CHF | 2,79 CHF | 300 000 | 300 000 | 133 716 | 133 716 | 371 313 CHF | 372 653 CHF | 99,90% | 99,90% |
19/11/2024 | 0,38% | 2,73 CHF | 2,74 CHF | 300 000 | 300 000 | 126 888 | 126 888 | 343 289 CHF | 344 561 CHF | 99,91% | 99,91% |
18/11/2024 | 0,37% | 2,73 CHF | 2,74 CHF | 300 000 | 300 000 | 133 493 | 133 493 | 368 915 CHF | 370 252 CHF | 98,22% | 98,22% |
15/11/2024 | 0,37% | 2,81 CHF | 2,82 CHF | 300 000 | 300 000 | 125 217 | 125 217 | 345 419 CHF | 346 673 CHF | 99,71% | 99,71% |
14/11/2024 | 0,39% | 2,60 CHF | 2,61 CHF | 260 000 | 260 000 | 119 734 | 119 734 | 312 318 CHF | 313 518 CHF | 100,00% | 100,00% |
13/11/2024 | 0,40% | 2,56 CHF | 2,57 CHF | 260 000 | 260 000 | 116 297 | 116 297 | 295 484 CHF | 296 649 CHF | 100,00% | 100,00% |
12/11/2024 | 0,40% | 2,55 CHF | 2,56 CHF | 260 000 | 260 000 | 116 059 | 116 059 | 294 122 CHF | 295 285 CHF | 99,93% | 99,93% |
11/11/2024 | 0,43% | 2,50 CHF | 2,51 CHF | 260 000 | 260 000 | 110 681 | 110 681 | 267 067 CHF | 268 176 CHF | 99,90% | 99,90% |
08/11/2024 | 0,46% | 2,32 CHF | 2,33 CHF | 240 000 | 240 000 | 102 187 | 102 187 | 227 748 CHF | 228 772 CHF | 98,97% | 98,97% |
07/11/2024 | 0,57% | 2,13 CHF | 2,14 CHF | 220 000 | 220 000 | 80 011 | 80 011 | 165 928 CHF | 166 762 CHF | 97,01% | 97,01% |