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 | 0,34% | 3,04 CHF | 3,05 CHF | 300 000 | 300 000 | 133 716 | 133 716 | 406 335 CHF | 407 674 CHF | 99,90% | 99,90% |
19/11/2024 | 0,34% | 2,99 CHF | 3,00 CHF | 300 000 | 300 000 | 126 887 | 126 887 | 376 480 CHF | 377 752 CHF | 99,91% | 99,91% |
18/11/2024 | 0,33% | 2,99 CHF | 3,00 CHF | 300 000 | 300 000 | 133 494 | 133 494 | 404 035 CHF | 405 372 CHF | 98,22% | 98,22% |
15/11/2024 | 0,34% | 3,08 CHF | 3,09 CHF | 300 000 | 300 000 | 125 217 | 125 217 | 378 478 CHF | 379 732 CHF | 99,71% | 99,71% |
14/11/2024 | 0,36% | 2,86 CHF | 2,87 CHF | 260 000 | 260 000 | 119 734 | 119 734 | 344 026 CHF | 345 226 CHF | 100,00% | 100,00% |
13/11/2024 | 0,37% | 2,82 CHF | 2,83 CHF | 260 000 | 260 000 | 116 299 | 116 299 | 325 971 CHF | 327 136 CHF | 100,00% | 100,00% |
12/11/2024 | 0,36% | 2,81 CHF | 2,82 CHF | 260 000 | 260 000 | 116 026 | 116 026 | 324 414 CHF | 325 576 CHF | 99,92% | 99,92% |
11/11/2024 | 0,38% | 2,76 CHF | 2,77 CHF | 260 000 | 260 000 | 110 682 | 110 682 | 295 995 CHF | 297 104 CHF | 99,90% | 99,90% |
08/11/2024 | 0,41% | 2,58 CHF | 2,59 CHF | 240 000 | 240 000 | 102 191 | 102 191 | 254 264 CHF | 255 288 CHF | 98,97% | 98,97% |
07/11/2024 | 0,51% | 2,39 CHF | 2,40 CHF | 220 000 | 220 000 | 80 003 | 80 003 | 186 669 CHF | 187 503 CHF | 97,01% | 97,01% |