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% | 2,39 CHF | 2,40 CHF | 185 000 | 185 000 | 184 237 | 184 237 | 444 898 CHF | 446 741 CHF | 100,00% | 100,00% |
19/11/2024 | 0,42% | 2,38 CHF | 2,39 CHF | 185 000 | 185 000 | 185 035 | 185 035 | 439 808 CHF | 441 658 CHF | 100,00% | 100,00% |
18/11/2024 | 0,42% | 2,39 CHF | 2,40 CHF | 185 000 | 185 000 | 184 967 | 184 967 | 438 310 CHF | 440 160 CHF | 100,00% | 100,00% |
15/11/2024 | 0,42% | 2,39 CHF | 2,40 CHF | 185 000 | 185 000 | 184 237 | 184 237 | 439 723 CHF | 441 565 CHF | 100,00% | 100,00% |
14/11/2024 | 0,41% | 2,43 CHF | 2,44 CHF | 185 000 | 185 000 | 184 238 | 184 238 | 445 735 CHF | 447 578 CHF | 100,00% | 100,00% |
13/11/2024 | 0,44% | 2,23 CHF | 2,24 CHF | 190 000 | 190 000 | 189 345 | 189 345 | 426 291 CHF | 428 185 CHF | 100,00% | 100,00% |
12/11/2024 | 0,43% | 2,29 CHF | 2,30 CHF | 190 000 | 190 000 | 187 768 | 187 768 | 438 083 CHF | 439 961 CHF | 100,00% | 100,00% |
11/11/2024 | 0,42% | 2,40 CHF | 2,41 CHF | 185 000 | 185 000 | 184 192 | 184 192 | 440 883 CHF | 442 725 CHF | 100,00% | 100,00% |
08/11/2024 | 0,42% | 2,38 CHF | 2,39 CHF | 185 000 | 185 000 | 185 840 | 185 840 | 437 485 CHF | 439 344 CHF | 99,18% | 99,18% |
07/11/2024 | 0,43% | 2,33 CHF | 2,34 CHF | 190 000 | 190 000 | 188 355 | 188 355 | 437 060 CHF | 438 943 CHF | 100,00% | 100,00% |