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 | 0,35% | 2,86 CHF | 2,87 CHF | 113 000 | 113 000 | 112 300 | 112 300 | 324 125 CHF | 325 248 CHF | 99,43% | 99,43% |
19/11/2024 | 0,35% | 2,85 CHF | 2,86 CHF | 113 000 | 113 000 | 112 951 | 112 951 | 323 706 CHF | 324 836 CHF | 100,00% | 100,00% |
18/11/2024 | 0,35% | 2,88 CHF | 2,89 CHF | 113 000 | 113 000 | 112 997 | 112 997 | 323 066 CHF | 324 196 CHF | 99,88% | 99,88% |
15/11/2024 | 0,35% | 2,85 CHF | 2,86 CHF | 113 000 | 113 000 | 113 673 | 113 673 | 322 512 CHF | 323 648 CHF | 100,00% | 100,00% |
14/11/2024 | 0,36% | 2,82 CHF | 2,83 CHF | 114 000 | 114 000 | 114 611 | 114 611 | 319 781 CHF | 320 927 CHF | 98,60% | 98,60% |
13/11/2024 | 0,36% | 2,75 CHF | 2,76 CHF | 115 000 | 115 000 | 115 518 | 115 518 | 317 327 CHF | 318 482 CHF | 100,00% | 100,00% |
12/11/2024 | 0,36% | 2,70 CHF | 2,71 CHF | 117 000 | 117 000 | 115 585 | 115 585 | 316 995 CHF | 318 150 CHF | 99,90% | 99,90% |
11/11/2024 | 0,36% | 2,80 CHF | 2,81 CHF | 114 000 | 114 000 | 114 635 | 114 635 | 320 118 CHF | 321 265 CHF | 100,00% | 100,00% |
08/11/2024 | 0,37% | 2,73 CHF | 2,74 CHF | 116 000 | 116 000 | 115 899 | 115 899 | 316 893 CHF | 318 052 CHF | 98,30% | 98,30% |
07/11/2024 | 0,36% | 2,78 CHF | 2,79 CHF | 115 000 | 115 000 | 114 549 | 114 549 | 320 195 CHF | 321 341 CHF | 100,00% | 100,00% |