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 | 0,38% | 2,63 CHF | 2,64 CHF | 185 000 | 185 000 | 184 237 | 184 237 | 490 162 CHF | 492 005 CHF | 100,00% | 100,00% |
19/11/2024 | 0,38% | 2,62 CHF | 2,63 CHF | 185 000 | 185 000 | 185 038 | 185 038 | 484 906 CHF | 486 756 CHF | 99,70% | 99,70% |
18/11/2024 | 0,38% | 2,64 CHF | 2,65 CHF | 185 000 | 185 000 | 184 969 | 184 969 | 483 779 CHF | 485 628 CHF | 100,00% | 100,00% |
15/11/2024 | 0,38% | 2,63 CHF | 2,64 CHF | 185 000 | 185 000 | 184 236 | 184 236 | 485 121 CHF | 486 964 CHF | 99,81% | 99,81% |
14/11/2024 | 0,37% | 2,67 CHF | 2,68 CHF | 185 000 | 185 000 | 184 233 | 184 233 | 490 715 CHF | 492 558 CHF | 99,35% | 99,35% |
13/11/2024 | 0,40% | 2,48 CHF | 2,49 CHF | 190 000 | 190 000 | 189 335 | 189 335 | 472 576 CHF | 474 469 CHF | 99,83% | 99,83% |
12/11/2024 | 0,39% | 2,53 CHF | 2,54 CHF | 190 000 | 190 000 | 187 765 | 187 765 | 483 761 CHF | 485 638 CHF | 99,55% | 99,55% |
11/11/2024 | 0,38% | 2,65 CHF | 2,66 CHF | 185 000 | 185 000 | 184 237 | 184 237 | 486 203 CHF | 488 045 CHF | 100,00% | 100,00% |
08/11/2024 | 0,38% | 2,62 CHF | 2,63 CHF | 185 000 | 185 000 | 185 837 | 185 837 | 482 969 CHF | 484 827 CHF | 99,15% | 99,15% |
07/11/2024 | 0,39% | 2,57 CHF | 2,58 CHF | 190 000 | 190 000 | 188 357 | 188 357 | 483 304 CHF | 485 187 CHF | 99,78% | 99,78% |