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 | 0,36% | 2,75 CHF | 2,76 CHF | 185 000 | 185 000 | 184 237 | 184 237 | 512 664 CHF | 514 506 CHF | 100,00% | 100,00% |
19/11/2024 | 0,36% | 2,75 CHF | 2,76 CHF | 185 000 | 185 000 | 185 036 | 185 036 | 507 521 CHF | 509 371 CHF | 100,00% | 100,00% |
18/11/2024 | 0,36% | 2,76 CHF | 2,77 CHF | 185 000 | 185 000 | 184 969 | 184 969 | 506 154 CHF | 508 004 CHF | 100,00% | 100,00% |
15/11/2024 | 0,36% | 2,75 CHF | 2,76 CHF | 185 000 | 185 000 | 184 237 | 184 237 | 507 415 CHF | 509 257 CHF | 100,00% | 100,00% |
14/11/2024 | 0,36% | 2,79 CHF | 2,80 CHF | 185 000 | 185 000 | 184 238 | 184 238 | 512 954 CHF | 514 796 CHF | 100,00% | 100,00% |
13/11/2024 | 0,38% | 2,60 CHF | 2,61 CHF | 190 000 | 190 000 | 189 340 | 189 340 | 495 833 CHF | 497 727 CHF | 100,00% | 100,00% |
12/11/2024 | 0,37% | 2,65 CHF | 2,66 CHF | 190 000 | 190 000 | 187 767 | 187 767 | 506 933 CHF | 508 810 CHF | 100,00% | 100,00% |
11/11/2024 | 0,36% | 2,77 CHF | 2,78 CHF | 185 000 | 185 000 | 184 203 | 184 203 | 508 324 CHF | 510 167 CHF | 100,00% | 100,00% |
08/11/2024 | 0,37% | 2,74 CHF | 2,75 CHF | 185 000 | 185 000 | 185 836 | 185 836 | 505 483 CHF | 507 341 CHF | 99,19% | 99,19% |
07/11/2024 | 0,37% | 2,70 CHF | 2,71 CHF | 190 000 | 190 000 | 188 353 | 188 353 | 506 687 CHF | 508 571 CHF | 100,00% | 100,00% |