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 | 0,35% | 2,80 CHF | 2,81 CHF | 115 000 | 115 000 | 110 506 | 110 506 | 313 487 CHF | 314 592 CHF | 99,16% | 99,16% |
19/11/2024 | 0,36% | 2,80 CHF | 2,81 CHF | 115 000 | 115 000 | 113 801 | 113 801 | 319 364 CHF | 320 502 CHF | 99,37% | 99,37% |
18/11/2024 | 0,35% | 2,87 CHF | 2,88 CHF | 110 000 | 110 000 | 109 540 | 109 540 | 313 072 CHF | 314 167 CHF | 98,56% | 98,56% |
15/11/2024 | 0,35% | 2,86 CHF | 2,87 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 313 215 CHF | 314 310 CHF | 99,92% | 99,92% |
14/11/2024 | 0,35% | 2,85 CHF | 2,86 CHF | 110 000 | 110 000 | 111 609 | 111 609 | 315 189 CHF | 316 305 CHF | 98,48% | 98,48% |
13/11/2024 | 0,35% | 2,80 CHF | 2,81 CHF | 115 000 | 115 000 | 110 668 | 110 668 | 314 626 CHF | 315 733 CHF | 98,34% | 98,34% |
12/11/2024 | 0,35% | 2,78 CHF | 2,79 CHF | 115 000 | 115 000 | 110 418 | 110 418 | 313 342 CHF | 314 447 CHF | 99,83% | 99,83% |
11/11/2024 | 0,34% | 2,91 CHF | 2,92 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 320 034 CHF | 321 130 CHF | 100,00% | 100,00% |
08/11/2024 | 0,35% | 2,87 CHF | 2,88 CHF | 110 000 | 110 000 | 109 542 | 109 542 | 316 323 CHF | 317 418 CHF | 99,02% | 99,02% |
07/11/2024 | 0,34% | 2,93 CHF | 2,94 CHF | 110 000 | 110 000 | 109 544 | 109 544 | 321 861 CHF | 322 956 CHF | 99,40% | 99,40% |