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 | 0,45% | 2,24 CHF | 2,25 CHF | 300 000 | 300 000 | 133 715 | 133 715 | 299 467 CHF | 300 807 CHF | 99,90% | 99,90% |
19/11/2024 | 0,47% | 2,20 CHF | 2,21 CHF | 300 000 | 300 000 | 126 870 | 126 870 | 275 477 CHF | 276 749 CHF | 99,91% | 99,91% |
18/11/2024 | 0,45% | 2,19 CHF | 2,20 CHF | 300 000 | 300 000 | 133 492 | 133 492 | 297 165 CHF | 298 502 CHF | 98,22% | 98,22% |
15/11/2024 | 0,46% | 2,27 CHF | 2,28 CHF | 300 000 | 300 000 | 125 215 | 125 215 | 278 023 CHF | 279 277 CHF | 99,71% | 99,71% |
14/11/2024 | 0,50% | 2,06 CHF | 2,07 CHF | 260 000 | 260 000 | 119 743 | 119 743 | 247 895 CHF | 249 094 CHF | 100,00% | 100,00% |
13/11/2024 | 0,51% | 2,02 CHF | 2,03 CHF | 260 000 | 260 000 | 116 298 | 116 298 | 233 262 CHF | 234 427 CHF | 100,00% | 100,00% |
12/11/2024 | 0,51% | 2,01 CHF | 2,02 CHF | 260 000 | 260 000 | 116 056 | 116 056 | 232 100 CHF | 233 263 CHF | 99,93% | 99,93% |
11/11/2024 | 0,55% | 1,96 CHF | 1,97 CHF | 260 000 | 260 000 | 110 685 | 110 685 | 208 058 CHF | 209 166 CHF | 99,90% | 99,90% |
08/11/2024 | 0,61% | 1,79 CHF | 1,80 CHF | 240 000 | 240 000 | 102 186 | 102 186 | 173 696 CHF | 174 719 CHF | 98,97% | 98,97% |
07/11/2024 | 0,78% | 1,60 CHF | 1,61 CHF | 220 000 | 220 000 | 79 783 | 79 783 | 123 211 CHF | 124 043 CHF | 97,33% | 97,33% |