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% | 2,52 CHF | 2,53 CHF | 115 000 | 115 000 | 110 509 | 110 509 | 281 741 CHF | 282 846 CHF | 99,44% | 99,44% |
19/11/2024 | 0,40% | 2,52 CHF | 2,53 CHF | 115 000 | 115 000 | 113 803 | 113 803 | 286 718 CHF | 287 856 CHF | 100,00% | 100,00% |
18/11/2024 | 0,39% | 2,58 CHF | 2,59 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 281 602 CHF | 282 697 CHF | 99,88% | 99,88% |
15/11/2024 | 0,39% | 2,57 CHF | 2,58 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 281 681 CHF | 282 777 CHF | 100,00% | 100,00% |
14/11/2024 | 0,39% | 2,56 CHF | 2,57 CHF | 110 000 | 110 000 | 111 615 | 111 615 | 283 043 CHF | 284 159 CHF | 98,56% | 98,56% |
13/11/2024 | 0,39% | 2,52 CHF | 2,53 CHF | 115 000 | 115 000 | 110 581 | 110 581 | 282 558 CHF | 283 664 CHF | 100,00% | 100,00% |
12/11/2024 | 0,39% | 2,50 CHF | 2,51 CHF | 115 000 | 115 000 | 110 417 | 110 417 | 281 592 CHF | 282 696 CHF | 99,90% | 99,90% |
11/11/2024 | 0,38% | 2,62 CHF | 2,63 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 288 478 CHF | 289 573 CHF | 100,00% | 100,00% |
08/11/2024 | 0,38% | 2,58 CHF | 2,59 CHF | 110 000 | 110 000 | 109 542 | 109 542 | 284 750 CHF | 285 846 CHF | 99,05% | 99,05% |
07/11/2024 | 0,38% | 2,64 CHF | 2,65 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 290 168 CHF | 291 263 CHF | 100,00% | 100,00% |