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 | 0,45% | 2,17 CHF | 2,18 CHF | 113 000 | 113 000 | 112 300 | 112 300 | 246 477 CHF | 247 600 CHF | 99,44% | 99,44% |
19/11/2024 | 0,46% | 2,16 CHF | 2,17 CHF | 113 000 | 113 000 | 112 951 | 112 951 | 245 528 CHF | 246 658 CHF | 100,00% | 100,00% |
18/11/2024 | 0,46% | 2,19 CHF | 2,20 CHF | 113 000 | 113 000 | 112 997 | 112 997 | 244 921 CHF | 246 051 CHF | 99,88% | 99,88% |
15/11/2024 | 0,46% | 2,16 CHF | 2,17 CHF | 113 000 | 113 000 | 113 674 | 113 674 | 244 030 CHF | 245 166 CHF | 100,00% | 100,00% |
14/11/2024 | 0,48% | 2,13 CHF | 2,14 CHF | 114 000 | 114 000 | 114 611 | 114 611 | 240 560 CHF | 241 706 CHF | 98,60% | 98,60% |
13/11/2024 | 0,49% | 2,06 CHF | 2,07 CHF | 115 000 | 115 000 | 115 518 | 115 518 | 237 524 CHF | 238 679 CHF | 100,00% | 100,00% |
12/11/2024 | 0,49% | 2,01 CHF | 2,02 CHF | 117 000 | 117 000 | 115 585 | 115 585 | 237 223 CHF | 238 379 CHF | 99,88% | 99,88% |
11/11/2024 | 0,47% | 2,11 CHF | 2,12 CHF | 114 000 | 114 000 | 114 635 | 114 635 | 240 994 CHF | 242 140 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 2,04 CHF | 2,05 CHF | 116 000 | 116 000 | 115 899 | 115 899 | 236 906 CHF | 238 065 CHF | 98,30% | 98,30% |
07/11/2024 | 0,47% | 2,09 CHF | 2,10 CHF | 115 000 | 115 000 | 114 548 | 114 548 | 241 155 CHF | 242 301 CHF | 100,00% | 100,00% |