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 | 0,44% | 2,26 CHF | 2,27 CHF | 185 000 | 185 000 | 184 237 | 184 237 | 420 627 CHF | 422 469 CHF | 100,00% | 100,00% |
19/11/2024 | 0,44% | 2,25 CHF | 2,26 CHF | 185 000 | 185 000 | 185 030 | 185 030 | 415 113 CHF | 416 963 CHF | 99,68% | 99,68% |
18/11/2024 | 0,45% | 2,26 CHF | 2,27 CHF | 185 000 | 185 000 | 184 969 | 184 969 | 413 853 CHF | 415 703 CHF | 99,85% | 99,85% |
15/11/2024 | 0,44% | 2,26 CHF | 2,27 CHF | 185 000 | 185 000 | 184 235 | 184 235 | 415 299 CHF | 417 141 CHF | 99,71% | 99,71% |
14/11/2024 | 0,44% | 2,29 CHF | 2,30 CHF | 185 000 | 185 000 | 184 235 | 184 235 | 421 015 CHF | 422 857 CHF | 99,59% | 99,59% |
13/11/2024 | 0,47% | 2,10 CHF | 2,11 CHF | 190 000 | 190 000 | 189 339 | 189 339 | 400 913 CHF | 402 807 CHF | 99,88% | 99,88% |
12/11/2024 | 0,45% | 2,15 CHF | 2,16 CHF | 190 000 | 190 000 | 187 769 | 187 769 | 413 210 CHF | 415 087 CHF | 99,98% | 99,98% |
11/11/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 185 000 | 185 000 | 184 237 | 184 237 | 416 328 CHF | 418 170 CHF | 100,00% | 100,00% |
08/11/2024 | 0,45% | 2,24 CHF | 2,25 CHF | 185 000 | 185 000 | 185 838 | 185 838 | 412 415 CHF | 414 273 CHF | 99,20% | 99,20% |
07/11/2024 | 0,46% | 2,19 CHF | 2,20 CHF | 190 000 | 190 000 | 188 358 | 188 358 | 411 947 CHF | 413 831 CHF | 99,80% | 99,80% |