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% | 2,54 CHF | 2,55 CHF | 115 000 | 115 000 | 110 507 | 110 507 | 283 694 CHF | 284 799 CHF | 99,26% | 99,26% |
19/11/2024 | 0,39% | 2,53 CHF | 2,54 CHF | 115 000 | 115 000 | 113 804 | 113 804 | 288 746 CHF | 289 884 CHF | 99,53% | 99,53% |
18/11/2024 | 0,39% | 2,60 CHF | 2,61 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 283 549 CHF | 284 644 CHF | 99,90% | 99,90% |
15/11/2024 | 0,39% | 2,59 CHF | 2,60 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 283 611 CHF | 284 707 CHF | 99,93% | 99,93% |
14/11/2024 | 0,39% | 2,58 CHF | 2,59 CHF | 110 000 | 110 000 | 111 611 | 111 611 | 285 068 CHF | 286 184 CHF | 98,47% | 98,47% |
13/11/2024 | 0,39% | 2,53 CHF | 2,54 CHF | 115 000 | 115 000 | 110 670 | 110 670 | 284 781 CHF | 285 888 CHF | 98,37% | 98,37% |
12/11/2024 | 0,39% | 2,51 CHF | 2,52 CHF | 115 000 | 115 000 | 110 417 | 110 417 | 283 586 CHF | 284 690 CHF | 99,88% | 99,88% |
11/11/2024 | 0,38% | 2,64 CHF | 2,65 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 290 449 CHF | 291 545 CHF | 100,00% | 100,00% |
08/11/2024 | 0,38% | 2,60 CHF | 2,61 CHF | 110 000 | 110 000 | 109 541 | 109 541 | 286 685 CHF | 287 780 CHF | 98,99% | 98,99% |
07/11/2024 | 0,37% | 2,66 CHF | 2,67 CHF | 110 000 | 110 000 | 109 543 | 109 543 | 292 160 CHF | 293 255 CHF | 99,35% | 99,35% |