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% | 2,61 CHF | 2,62 CHF | 94 000 | 94 000 | 93 114 | 93 114 | 245 560 CHF | 246 491 CHF | 100,00% | 100,00% |
19/11/2024 | 0,38% | 2,63 CHF | 2,64 CHF | 93 000 | 93 000 | 93 519 | 93 519 | 244 692 CHF | 245 627 CHF | 100,00% | 100,00% |
18/11/2024 | 0,37% | 2,70 CHF | 2,71 CHF | 92 000 | 92 000 | 92 630 | 92 630 | 246 693 CHF | 247 620 CHF | 100,00% | 100,00% |
15/11/2024 | 0,38% | 2,66 CHF | 2,67 CHF | 93 000 | 93 000 | 92 597 | 92 597 | 245 657 CHF | 246 583 CHF | 100,00% | 100,00% |
14/11/2024 | 0,38% | 2,62 CHF | 2,63 CHF | 93 000 | 93 000 | 93 649 | 93 649 | 243 526 CHF | 244 463 CHF | 99,33% | 99,33% |
13/11/2024 | 0,40% | 2,47 CHF | 2,48 CHF | 96 000 | 96 000 | 95 676 | 95 676 | 237 522 CHF | 238 479 CHF | 100,00% | 100,00% |
12/11/2024 | 0,39% | 2,46 CHF | 2,47 CHF | 96 000 | 96 000 | 94 583 | 94 583 | 241 117 CHF | 242 063 CHF | 100,00% | 100,00% |
11/11/2024 | 0,38% | 2,61 CHF | 2,62 CHF | 93 000 | 93 000 | 93 007 | 93 007 | 244 283 CHF | 245 213 CHF | 99,93% | 99,93% |
08/11/2024 | 0,38% | 2,59 CHF | 2,60 CHF | 94 000 | 94 000 | 92 901 | 92 901 | 245 573 CHF | 246 502 CHF | 100,00% | 100,00% |
07/11/2024 | 0,37% | 2,71 CHF | 2,72 CHF | 91 000 | 91 000 | 91 390 | 91 390 | 247 773 CHF | 248 686 CHF | 100,00% | 100,00% |