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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,48% | 2,08 CHF | 2,09 CHF | 180 000 | 180 000 | 179 375 | 179 375 | 373 044 CHF | 374 838 CHF | 100,00% | 100,00% |
22/11/2024 | 0,50% | 2,03 CHF | 2,04 CHF | 185 000 | 185 000 | 184 237 | 184 237 | 367 750 CHF | 369 592 CHF | 100,00% | 100,00% |
20/11/2024 | 0,51% | 1,94 CHF | 1,95 CHF | 185 000 | 185 000 | 184 237 | 184 237 | 361 460 CHF | 363 302 CHF | 100,00% | 100,00% |
19/11/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 185 000 | 185 000 | 185 033 | 185 033 | 355 738 CHF | 357 589 CHF | 99,67% | 99,67% |
18/11/2024 | 0,52% | 1,94 CHF | 1,95 CHF | 185 000 | 185 000 | 184 969 | 184 969 | 354 264 CHF | 356 113 CHF | 100,00% | 100,00% |
15/11/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 185 000 | 185 000 | 184 237 | 184 237 | 355 858 CHF | 357 700 CHF | 100,00% | 100,00% |
14/11/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 185 000 | 185 000 | 184 233 | 184 233 | 361 636 CHF | 363 478 CHF | 99,38% | 99,38% |
13/11/2024 | 0,56% | 1,78 CHF | 1,79 CHF | 190 000 | 190 000 | 189 337 | 189 337 | 340 237 CHF | 342 130 CHF | 99,88% | 99,88% |
12/11/2024 | 0,53% | 1,83 CHF | 1,84 CHF | 190 000 | 190 000 | 187 769 | 187 769 | 352 667 CHF | 354 545 CHF | 99,81% | 99,81% |
11/11/2024 | 0,51% | 1,94 CHF | 1,95 CHF | 185 000 | 185 000 | 184 237 | 184 237 | 356 958 CHF | 358 800 CHF | 100,00% | 100,00% |