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 | 0,34% | 2,94 CHF | 2,95 CHF | 113 000 | 113 000 | 112 300 | 112 300 | 333 406 CHF | 334 529 CHF | 99,47% | 99,47% |
19/11/2024 | 0,34% | 2,93 CHF | 2,94 CHF | 113 000 | 113 000 | 112 951 | 112 951 | 332 949 CHF | 334 079 CHF | 100,00% | 100,00% |
18/11/2024 | 0,34% | 2,96 CHF | 2,97 CHF | 113 000 | 113 000 | 112 997 | 112 997 | 332 344 CHF | 333 474 CHF | 99,89% | 99,89% |
15/11/2024 | 0,34% | 2,93 CHF | 2,94 CHF | 113 000 | 113 000 | 113 674 | 113 674 | 331 832 CHF | 332 968 CHF | 100,00% | 100,00% |
14/11/2024 | 0,35% | 2,90 CHF | 2,91 CHF | 114 000 | 114 000 | 114 611 | 114 611 | 329 055 CHF | 330 201 CHF | 98,63% | 98,63% |
13/11/2024 | 0,35% | 2,83 CHF | 2,84 CHF | 115 000 | 115 000 | 115 518 | 115 518 | 326 626 CHF | 327 781 CHF | 100,00% | 100,00% |
12/11/2024 | 0,35% | 2,78 CHF | 2,79 CHF | 117 000 | 117 000 | 115 585 | 115 585 | 326 290 CHF | 327 445 CHF | 99,88% | 99,88% |
11/11/2024 | 0,35% | 2,88 CHF | 2,89 CHF | 114 000 | 114 000 | 114 635 | 114 635 | 329 473 CHF | 330 620 CHF | 100,00% | 100,00% |
08/11/2024 | 0,35% | 2,81 CHF | 2,82 CHF | 116 000 | 116 000 | 115 899 | 115 899 | 326 206 CHF | 327 365 CHF | 98,29% | 98,29% |
07/11/2024 | 0,35% | 2,87 CHF | 2,88 CHF | 115 000 | 115 000 | 114 549 | 114 549 | 329 485 CHF | 330 630 CHF | 100,00% | 100,00% |