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% | 2,56 CHF | 2,57 CHF | 108 000 | 108 000 | 107 013 | 107 013 | 280 435 CHF | 281 505 CHF | 99,28% | 99,28% |
19/11/2024 | 0,38% | 2,63 CHF | 2,64 CHF | 108 000 | 108 000 | 107 275 | 107 275 | 280 046 CHF | 281 118 CHF | 99,97% | 99,97% |
18/11/2024 | 0,37% | 2,69 CHF | 2,70 CHF | 104 000 | 104 000 | 104 487 | 104 487 | 278 891 CHF | 279 936 CHF | 99,89% | 99,89% |
15/11/2024 | 0,38% | 2,60 CHF | 2,61 CHF | 108 000 | 108 000 | 107 555 | 107 555 | 280 703 CHF | 281 779 CHF | 100,00% | 100,00% |
14/11/2024 | 0,39% | 2,61 CHF | 2,62 CHF | 108 000 | 108 000 | 107 548 | 107 548 | 278 328 CHF | 279 404 CHF | 98,59% | 98,59% |
13/11/2024 | 0,39% | 2,55 CHF | 2,56 CHF | 108 000 | 108 000 | 107 569 | 107 569 | 277 219 CHF | 278 295 CHF | 99,99% | 99,99% |
12/11/2024 | 0,38% | 2,56 CHF | 2,57 CHF | 108 000 | 108 000 | 107 552 | 107 552 | 281 759 CHF | 282 835 CHF | 99,13% | 99,13% |
11/11/2024 | 0,38% | 2,67 CHF | 2,68 CHF | 104 000 | 104 000 | 106 442 | 106 442 | 282 604 CHF | 283 668 CHF | 100,00% | 100,00% |
08/11/2024 | 0,38% | 2,61 CHF | 2,62 CHF | 108 000 | 108 000 | 107 550 | 107 550 | 282 131 CHF | 283 206 CHF | 99,04% | 99,04% |
07/11/2024 | 0,37% | 2,67 CHF | 2,68 CHF | 104 000 | 104 000 | 103 571 | 103 571 | 278 861 CHF | 279 897 CHF | 100,00% | 100,00% |