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 | 0,39% | 2,52 CHF | 2,53 CHF | 96 000 | 96 000 | 96 000 | 96 000 | 243 514 CHF | 244 474 CHF | 99,44% | 99,44% |
19/11/2024 | 0,40% | 2,53 CHF | 2,54 CHF | 96 000 | 96 000 | 96 000 | 96 000 | 241 259 CHF | 242 219 CHF | 100,00% | 100,00% |
18/11/2024 | 0,39% | 2,56 CHF | 2,57 CHF | 96 000 | 96 000 | 96 000 | 96 000 | 245 273 CHF | 246 233 CHF | 99,88% | 99,88% |
15/11/2024 | 0,39% | 2,53 CHF | 2,54 CHF | 96 000 | 96 000 | 96 000 | 96 000 | 243 284 CHF | 244 244 CHF | 100,00% | 100,00% |
14/11/2024 | 0,40% | 2,50 CHF | 2,51 CHF | 96 000 | 96 000 | 96 025 | 96 025 | 239 384 CHF | 240 344 CHF | 98,52% | 98,52% |
13/11/2024 | 0,40% | 2,45 CHF | 2,46 CHF | 100 000 | 100 000 | 98 869 | 98 869 | 243 854 CHF | 244 842 CHF | 100,00% | 100,00% |
12/11/2024 | 0,40% | 2,47 CHF | 2,48 CHF | 100 000 | 100 000 | 96 514 | 96 514 | 240 948 CHF | 241 913 CHF | 99,88% | 99,88% |
11/11/2024 | 0,39% | 2,54 CHF | 2,55 CHF | 96 000 | 96 000 | 96 000 | 96 000 | 243 271 CHF | 244 231 CHF | 100,00% | 100,00% |
08/11/2024 | 0,40% | 2,51 CHF | 2,52 CHF | 96 000 | 96 000 | 96 000 | 96 000 | 241 698 CHF | 242 658 CHF | 99,05% | 99,05% |
07/11/2024 | 0,39% | 2,53 CHF | 2,54 CHF | 96 000 | 96 000 | 95 999 | 95 999 | 244 968 CHF | 245 928 CHF | 100,00% | 100,00% |