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 | 0,40% | 2,45 CHF | 2,46 CHF | 113 000 | 113 000 | 112 300 | 112 300 | 278 668 CHF | 279 791 CHF | 99,48% | 99,48% |
19/11/2024 | 0,41% | 2,45 CHF | 2,46 CHF | 113 000 | 113 000 | 112 951 | 112 951 | 277 886 CHF | 279 016 CHF | 100,00% | 100,00% |
18/11/2024 | 0,41% | 2,47 CHF | 2,48 CHF | 113 000 | 113 000 | 112 997 | 112 997 | 277 249 CHF | 278 379 CHF | 99,90% | 99,90% |
15/11/2024 | 0,41% | 2,45 CHF | 2,46 CHF | 113 000 | 113 000 | 113 674 | 113 674 | 276 551 CHF | 277 688 CHF | 100,00% | 100,00% |
14/11/2024 | 0,42% | 2,42 CHF | 2,43 CHF | 114 000 | 114 000 | 114 612 | 114 612 | 273 306 CHF | 274 452 CHF | 98,50% | 98,50% |
13/11/2024 | 0,43% | 2,35 CHF | 2,36 CHF | 115 000 | 115 000 | 115 518 | 115 518 | 270 450 CHF | 271 605 CHF | 100,00% | 100,00% |
12/11/2024 | 0,43% | 2,30 CHF | 2,31 CHF | 117 000 | 117 000 | 115 585 | 115 585 | 270 157 CHF | 271 313 CHF | 99,88% | 99,88% |
11/11/2024 | 0,42% | 2,39 CHF | 2,40 CHF | 114 000 | 114 000 | 114 635 | 114 635 | 273 830 CHF | 274 977 CHF | 100,00% | 100,00% |
08/11/2024 | 0,43% | 2,32 CHF | 2,33 CHF | 116 000 | 116 000 | 115 899 | 115 899 | 269 967 CHF | 271 126 CHF | 98,29% | 98,29% |
07/11/2024 | 0,42% | 2,38 CHF | 2,39 CHF | 115 000 | 115 000 | 114 549 | 114 549 | 273 878 CHF | 275 024 CHF | 100,00% | 100,00% |