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% | 2,36 CHF | 2,37 CHF | 96 000 | 96 000 | 96 000 | 96 000 | 228 704 CHF | 229 664 CHF | 99,39% | 99,39% |
19/11/2024 | 0,42% | 2,38 CHF | 2,39 CHF | 96 000 | 96 000 | 96 000 | 96 000 | 226 403 CHF | 227 363 CHF | 100,00% | 100,00% |
18/11/2024 | 0,42% | 2,40 CHF | 2,41 CHF | 96 000 | 96 000 | 96 000 | 96 000 | 230 463 CHF | 231 423 CHF | 99,85% | 99,85% |
15/11/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 96 000 | 96 000 | 96 000 | 96 000 | 228 385 CHF | 229 345 CHF | 100,00% | 100,00% |
14/11/2024 | 0,43% | 2,34 CHF | 2,35 CHF | 96 000 | 96 000 | 96 025 | 96 025 | 224 477 CHF | 225 438 CHF | 98,63% | 98,63% |
13/11/2024 | 0,43% | 2,30 CHF | 2,31 CHF | 100 000 | 100 000 | 98 868 | 98 868 | 228 411 CHF | 229 399 CHF | 100,00% | 100,00% |
12/11/2024 | 0,43% | 2,32 CHF | 2,33 CHF | 100 000 | 100 000 | 96 514 | 96 514 | 225 730 CHF | 226 695 CHF | 99,88% | 99,88% |
11/11/2024 | 0,42% | 2,38 CHF | 2,39 CHF | 96 000 | 96 000 | 96 000 | 96 000 | 228 096 CHF | 229 056 CHF | 100,00% | 100,00% |
08/11/2024 | 0,42% | 2,35 CHF | 2,36 CHF | 96 000 | 96 000 | 96 000 | 96 000 | 226 504 CHF | 227 464 CHF | 99,04% | 99,04% |
07/11/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 96 000 | 96 000 | 95 999 | 95 999 | 229 730 CHF | 230 690 CHF | 99,94% | 99,94% |