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 | 0,42% | 2,42 CHF | 2,43 CHF | 300 000 | 300 000 | 133 721 | 133 721 | 323 265 CHF | 324 605 CHF | 99,90% | 99,90% |
19/11/2024 | 0,44% | 2,37 CHF | 2,38 CHF | 300 000 | 300 000 | 126 892 | 126 892 | 297 852 CHF | 299 124 CHF | 99,89% | 99,89% |
18/11/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 300 000 | 300 000 | 133 500 | 133 500 | 320 886 CHF | 322 223 CHF | 98,23% | 98,23% |
15/11/2024 | 0,43% | 2,45 CHF | 2,46 CHF | 300 000 | 300 000 | 125 216 | 125 216 | 300 313 CHF | 301 567 CHF | 99,71% | 99,71% |
14/11/2024 | 0,46% | 2,24 CHF | 2,25 CHF | 260 000 | 260 000 | 119 743 | 119 743 | 269 166 CHF | 270 366 CHF | 100,00% | 100,00% |
13/11/2024 | 0,47% | 2,20 CHF | 2,21 CHF | 260 000 | 260 000 | 116 298 | 116 298 | 253 826 CHF | 254 991 CHF | 100,00% | 100,00% |
12/11/2024 | 0,47% | 2,19 CHF | 2,20 CHF | 260 000 | 260 000 | 116 062 | 116 062 | 252 637 CHF | 253 800 CHF | 99,92% | 99,92% |
11/11/2024 | 0,50% | 2,14 CHF | 2,15 CHF | 260 000 | 260 000 | 110 689 | 110 689 | 227 624 CHF | 228 733 CHF | 99,90% | 99,90% |
08/11/2024 | 0,55% | 1,96 CHF | 1,97 CHF | 240 000 | 240 000 | 102 205 | 102 205 | 191 570 CHF | 192 594 CHF | 98,92% | 98,92% |
07/11/2024 | 0,69% | 1,78 CHF | 1,79 CHF | 220 000 | 220 000 | 80 011 | 80 011 | 137 534 CHF | 138 367 CHF | 97,01% | 97,01% |