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 | 0,36% | 2,81 CHF | 2,82 CHF | 98 300 | 98 300 | 99 501 | 99 501 | 278 156 CHF | 279 151 CHF | 100,00% | 100,00% |
19/11/2024 | 0,37% | 2,69 CHF | 2,70 CHF | 100 300 | 100 300 | 97 166 | 97 166 | 264 102 CHF | 265 074 CHF | 100,00% | 100,00% |
18/11/2024 | 0,35% | 2,81 CHF | 2,82 CHF | 95 100 | 95 100 | 95 160 | 95 160 | 271 322 CHF | 272 274 CHF | 100,00% | 100,00% |
15/11/2024 | 0,35% | 2,88 CHF | 2,89 CHF | 95 200 | 95 200 | 94 588 | 94 588 | 272 917 CHF | 273 862 CHF | 98,67% | 98,67% |
14/11/2024 | 0,34% | 2,87 CHF | 2,88 CHF | 94 200 | 94 200 | 98 442 | 98 442 | 286 858 CHF | 287 842 CHF | 99,79% | 99,79% |
13/11/2024 | 0,37% | 2,76 CHF | 2,77 CHF | 101 200 | 101 200 | 101 861 | 101 861 | 277 341 CHF | 278 359 CHF | 100,00% | 100,00% |
12/11/2024 | 0,37% | 2,69 CHF | 2,70 CHF | 102 300 | 102 300 | 103 081 | 103 081 | 276 874 CHF | 277 905 CHF | 100,00% | 100,00% |
11/11/2024 | 0,38% | 2,64 CHF | 2,65 CHF | 103 700 | 103 700 | 108 810 | 108 810 | 284 611 CHF | 285 699 CHF | 100,00% | 100,00% |
08/11/2024 | 0,41% | 2,46 CHF | 2,47 CHF | 112 200 | 112 200 | 110 151 | 110 151 | 265 803 CHF | 266 905 CHF | 100,00% | 100,00% |
07/11/2024 | 0,40% | 2,41 CHF | 2,42 CHF | 108 800 | 108 800 | 107 833 | 107 833 | 268 213 CHF | 269 291 CHF | 100,00% | 100,00% |