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 | 0,37% | 2,70 CHF | 2,71 CHF | 113 000 | 113 000 | 112 300 | 112 300 | 305 972 CHF | 307 095 CHF | 99,47% | 99,47% |
19/11/2024 | 0,37% | 2,69 CHF | 2,70 CHF | 113 000 | 113 000 | 112 951 | 112 951 | 305 365 CHF | 306 494 CHF | 100,00% | 100,00% |
18/11/2024 | 0,37% | 2,72 CHF | 2,73 CHF | 113 000 | 113 000 | 112 997 | 112 997 | 304 752 CHF | 305 882 CHF | 99,89% | 99,89% |
15/11/2024 | 0,37% | 2,69 CHF | 2,70 CHF | 113 000 | 113 000 | 113 674 | 113 674 | 304 165 CHF | 305 301 CHF | 100,00% | 100,00% |
14/11/2024 | 0,38% | 2,66 CHF | 2,67 CHF | 114 000 | 114 000 | 114 610 | 114 610 | 301 152 CHF | 302 298 CHF | 98,67% | 98,67% |
13/11/2024 | 0,39% | 2,59 CHF | 2,60 CHF | 115 000 | 115 000 | 115 517 | 115 517 | 298 522 CHF | 299 677 CHF | 100,00% | 100,00% |
12/11/2024 | 0,39% | 2,54 CHF | 2,55 CHF | 117 000 | 117 000 | 115 585 | 115 585 | 298 355 CHF | 299 510 CHF | 99,88% | 99,88% |
11/11/2024 | 0,38% | 2,64 CHF | 2,65 CHF | 114 000 | 114 000 | 114 636 | 114 636 | 301 553 CHF | 302 699 CHF | 100,00% | 100,00% |
08/11/2024 | 0,39% | 2,56 CHF | 2,57 CHF | 116 000 | 116 000 | 115 899 | 115 899 | 298 137 CHF | 299 296 CHF | 98,29% | 98,29% |
07/11/2024 | 0,38% | 2,62 CHF | 2,63 CHF | 115 000 | 115 000 | 114 549 | 114 549 | 301 700 CHF | 302 845 CHF | 100,00% | 100,00% |