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 | 0,41% | 2,40 CHF | 2,41 CHF | 113 000 | 113 000 | 112 300 | 112 300 | 272 326 CHF | 273 449 CHF | 99,44% | 99,44% |
19/11/2024 | 0,42% | 2,39 CHF | 2,40 CHF | 113 000 | 113 000 | 112 951 | 112 951 | 271 519 CHF | 272 648 CHF | 100,00% | 100,00% |
18/11/2024 | 0,42% | 2,42 CHF | 2,43 CHF | 113 000 | 113 000 | 112 997 | 112 997 | 270 925 CHF | 272 055 CHF | 99,88% | 99,88% |
15/11/2024 | 0,42% | 2,39 CHF | 2,40 CHF | 113 000 | 113 000 | 113 674 | 113 674 | 270 179 CHF | 271 316 CHF | 100,00% | 100,00% |
14/11/2024 | 0,43% | 2,36 CHF | 2,37 CHF | 114 000 | 114 000 | 114 611 | 114 611 | 266 930 CHF | 268 076 CHF | 98,56% | 98,56% |
13/11/2024 | 0,44% | 2,29 CHF | 2,30 CHF | 115 000 | 115 000 | 115 518 | 115 518 | 264 091 CHF | 265 247 CHF | 100,00% | 100,00% |
12/11/2024 | 0,44% | 2,24 CHF | 2,25 CHF | 117 000 | 117 000 | 115 585 | 115 585 | 263 812 CHF | 264 968 CHF | 99,90% | 99,90% |
11/11/2024 | 0,43% | 2,34 CHF | 2,35 CHF | 114 000 | 114 000 | 114 635 | 114 635 | 267 360 CHF | 268 507 CHF | 100,00% | 100,00% |
08/11/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 116 000 | 116 000 | 115 899 | 115 899 | 263 562 CHF | 264 721 CHF | 98,30% | 98,30% |
07/11/2024 | 0,43% | 2,32 CHF | 2,33 CHF | 115 000 | 115 000 | 114 549 | 114 549 | 267 501 CHF | 268 646 CHF | 100,00% | 100,00% |