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 | 0,39% | 2,55 CHF | 2,56 CHF | 94 000 | 94 000 | 93 115 | 93 115 | 239 867 CHF | 240 798 CHF | 100,00% | 100,00% |
19/11/2024 | 0,39% | 2,57 CHF | 2,58 CHF | 93 000 | 93 000 | 93 520 | 93 520 | 238 982 CHF | 239 917 CHF | 100,00% | 100,00% |
18/11/2024 | 0,38% | 2,64 CHF | 2,65 CHF | 92 000 | 92 000 | 92 630 | 92 630 | 241 013 CHF | 241 939 CHF | 100,00% | 100,00% |
15/11/2024 | 0,39% | 2,60 CHF | 2,61 CHF | 93 000 | 93 000 | 92 597 | 92 597 | 239 973 CHF | 240 899 CHF | 100,00% | 100,00% |
14/11/2024 | 0,39% | 2,56 CHF | 2,57 CHF | 93 000 | 93 000 | 93 649 | 93 649 | 237 877 CHF | 238 814 CHF | 99,39% | 99,39% |
13/11/2024 | 0,41% | 2,41 CHF | 2,42 CHF | 96 000 | 96 000 | 95 677 | 95 677 | 231 658 CHF | 232 614 CHF | 100,00% | 100,00% |
12/11/2024 | 0,40% | 2,40 CHF | 2,41 CHF | 96 000 | 96 000 | 94 583 | 94 583 | 235 354 CHF | 236 299 CHF | 100,00% | 100,00% |
11/11/2024 | 0,39% | 2,55 CHF | 2,56 CHF | 93 000 | 93 000 | 93 007 | 93 007 | 238 561 CHF | 239 491 CHF | 99,93% | 99,93% |
08/11/2024 | 0,39% | 2,53 CHF | 2,54 CHF | 94 000 | 94 000 | 92 901 | 92 901 | 239 863 CHF | 240 792 CHF | 100,00% | 100,00% |
07/11/2024 | 0,38% | 2,65 CHF | 2,66 CHF | 91 000 | 91 000 | 91 391 | 91 391 | 242 120 CHF | 243 033 CHF | 100,00% | 100,00% |