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 | 0,41% | 2,36 CHF | 2,37 CHF | 108 000 | 108 000 | 107 012 | 107 012 | 259 456 CHF | 260 526 CHF | 99,30% | 99,30% |
19/11/2024 | 0,41% | 2,44 CHF | 2,45 CHF | 108 000 | 108 000 | 107 275 | 107 275 | 259 038 CHF | 260 111 CHF | 100,00% | 100,00% |
18/11/2024 | 0,40% | 2,49 CHF | 2,50 CHF | 104 000 | 104 000 | 104 487 | 104 487 | 258 362 CHF | 259 407 CHF | 99,89% | 99,89% |
15/11/2024 | 0,41% | 2,40 CHF | 2,41 CHF | 108 000 | 108 000 | 107 555 | 107 555 | 259 497 CHF | 260 573 CHF | 100,00% | 100,00% |
14/11/2024 | 0,42% | 2,42 CHF | 2,43 CHF | 108 000 | 108 000 | 107 548 | 107 548 | 257 393 CHF | 258 469 CHF | 98,63% | 98,63% |
13/11/2024 | 0,42% | 2,35 CHF | 2,36 CHF | 108 000 | 108 000 | 107 569 | 107 569 | 256 001 CHF | 257 076 CHF | 99,97% | 99,97% |
12/11/2024 | 0,41% | 2,36 CHF | 2,37 CHF | 108 000 | 108 000 | 107 551 | 107 551 | 260 601 CHF | 261 677 CHF | 99,13% | 99,13% |
11/11/2024 | 0,41% | 2,47 CHF | 2,48 CHF | 104 000 | 104 000 | 106 442 | 106 442 | 261 673 CHF | 262 738 CHF | 100,00% | 100,00% |
08/11/2024 | 0,41% | 2,41 CHF | 2,42 CHF | 108 000 | 108 000 | 107 550 | 107 550 | 260 876 CHF | 261 951 CHF | 99,04% | 99,04% |
07/11/2024 | 0,40% | 2,47 CHF | 2,48 CHF | 104 000 | 104 000 | 103 571 | 103 571 | 258 340 CHF | 259 376 CHF | 100,00% | 100,00% |