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% | 2,51 CHF | 2,52 CHF | 96 000 | 96 000 | 96 000 | 96 000 | 243 048 CHF | 244 008 CHF | 99,40% | 99,40% |
19/11/2024 | 0,40% | 2,53 CHF | 2,54 CHF | 96 000 | 96 000 | 96 000 | 96 000 | 240 752 CHF | 241 712 CHF | 100,00% | 100,00% |
18/11/2024 | 0,39% | 2,55 CHF | 2,56 CHF | 96 000 | 96 000 | 96 000 | 96 000 | 244 830 CHF | 245 790 CHF | 99,85% | 99,85% |
15/11/2024 | 0,39% | 2,52 CHF | 2,53 CHF | 96 000 | 96 000 | 96 000 | 96 000 | 242 793 CHF | 243 753 CHF | 100,00% | 100,00% |
14/11/2024 | 0,40% | 2,49 CHF | 2,50 CHF | 96 000 | 96 000 | 96 025 | 96 025 | 238 867 CHF | 239 827 CHF | 98,56% | 98,56% |
13/11/2024 | 0,41% | 2,45 CHF | 2,46 CHF | 100 000 | 100 000 | 98 869 | 98 869 | 243 236 CHF | 244 224 CHF | 100,00% | 100,00% |
12/11/2024 | 0,40% | 2,47 CHF | 2,48 CHF | 100 000 | 100 000 | 96 514 | 96 514 | 240 422 CHF | 241 387 CHF | 99,88% | 99,88% |
11/11/2024 | 0,39% | 2,53 CHF | 2,54 CHF | 96 000 | 96 000 | 96 000 | 96 000 | 242 821 CHF | 243 781 CHF | 100,00% | 100,00% |
08/11/2024 | 0,40% | 2,50 CHF | 2,51 CHF | 96 000 | 96 000 | 96 000 | 96 000 | 241 123 CHF | 242 083 CHF | 99,04% | 99,04% |
07/11/2024 | 0,39% | 2,52 CHF | 2,53 CHF | 96 000 | 96 000 | 95 999 | 95 999 | 244 468 CHF | 245 428 CHF | 100,00% | 100,00% |