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 | 110 509 | 110 509 | 312 947 CHF | 314 052 CHF | 99,44% | 99,44% |
19/11/2024 | 0,36% | 2,80 CHF | 2,81 CHF | 115 000 | 115 000 | 113 804 | 113 804 | 318 810 CHF | 319 948 CHF | 100,00% | 100,00% |
18/11/2024 | 0,35% | 2,87 CHF | 2,88 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 312 562 CHF | 313 658 CHF | 99,88% | 99,88% |
15/11/2024 | 0,35% | 2,85 CHF | 2,86 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 312 640 CHF | 313 736 CHF | 100,00% | 100,00% |
14/11/2024 | 0,35% | 2,84 CHF | 2,85 CHF | 110 000 | 110 000 | 111 614 | 111 614 | 314 524 CHF | 315 640 CHF | 98,56% | 98,56% |
13/11/2024 | 0,35% | 2,80 CHF | 2,81 CHF | 115 000 | 115 000 | 110 580 | 110 580 | 313 813 CHF | 314 919 CHF | 100,00% | 100,00% |
12/11/2024 | 0,35% | 2,78 CHF | 2,79 CHF | 115 000 | 115 000 | 110 417 | 110 417 | 312 716 CHF | 313 820 CHF | 99,90% | 99,90% |
11/11/2024 | 0,34% | 2,90 CHF | 2,91 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 319 516 CHF | 320 612 CHF | 100,00% | 100,00% |
08/11/2024 | 0,35% | 2,86 CHF | 2,87 CHF | 110 000 | 110 000 | 109 542 | 109 542 | 315 706 CHF | 316 801 CHF | 99,05% | 99,05% |
07/11/2024 | 0,34% | 2,93 CHF | 2,94 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 321 294 CHF | 322 390 CHF | 100,00% | 100,00% |