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 | 0,42% | 2,36 CHF | 2,37 CHF | 94 000 | 94 000 | 93 115 | 93 115 | 222 715 CHF | 223 647 CHF | 100,00% | 100,00% |
19/11/2024 | 0,42% | 2,39 CHF | 2,40 CHF | 93 000 | 93 000 | 93 519 | 93 519 | 221 868 CHF | 222 803 CHF | 100,00% | 100,00% |
18/11/2024 | 0,41% | 2,45 CHF | 2,46 CHF | 92 000 | 92 000 | 92 629 | 92 629 | 224 000 CHF | 224 926 CHF | 100,00% | 100,00% |
15/11/2024 | 0,41% | 2,42 CHF | 2,43 CHF | 93 000 | 93 000 | 92 596 | 92 596 | 222 922 CHF | 223 847 CHF | 100,00% | 100,00% |
14/11/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 93 000 | 93 000 | 93 648 | 93 648 | 220 666 CHF | 221 603 CHF | 99,33% | 99,33% |
13/11/2024 | 0,45% | 2,22 CHF | 2,23 CHF | 96 000 | 96 000 | 95 676 | 95 676 | 214 071 CHF | 215 028 CHF | 100,00% | 100,00% |
12/11/2024 | 0,43% | 2,21 CHF | 2,22 CHF | 96 000 | 96 000 | 94 583 | 94 583 | 217 897 CHF | 218 843 CHF | 100,00% | 100,00% |
11/11/2024 | 0,42% | 2,36 CHF | 2,37 CHF | 93 000 | 93 000 | 93 007 | 93 007 | 221 528 CHF | 222 458 CHF | 99,93% | 99,93% |
08/11/2024 | 0,42% | 2,35 CHF | 2,36 CHF | 94 000 | 94 000 | 92 901 | 92 901 | 222 743 CHF | 223 672 CHF | 100,00% | 100,00% |
07/11/2024 | 0,40% | 2,47 CHF | 2,48 CHF | 91 000 | 91 000 | 91 390 | 91 390 | 225 214 CHF | 226 128 CHF | 100,00% | 100,00% |