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 | 0,42% | 2,34 CHF | 2,35 CHF | 108 000 | 108 000 | 107 012 | 107 012 | 256 456 CHF | 257 526 CHF | 99,44% | 99,44% |
19/11/2024 | 0,42% | 2,41 CHF | 2,42 CHF | 108 000 | 108 000 | 107 275 | 107 275 | 256 050 CHF | 257 123 CHF | 100,00% | 100,00% |
18/11/2024 | 0,41% | 2,46 CHF | 2,47 CHF | 104 000 | 104 000 | 104 488 | 104 488 | 255 410 CHF | 256 455 CHF | 99,88% | 99,88% |
15/11/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 108 000 | 108 000 | 107 555 | 107 555 | 256 480 CHF | 257 556 CHF | 100,00% | 100,00% |
14/11/2024 | 0,42% | 2,39 CHF | 2,40 CHF | 108 000 | 108 000 | 107 548 | 107 548 | 254 355 CHF | 255 431 CHF | 98,61% | 98,61% |
13/11/2024 | 0,42% | 2,32 CHF | 2,33 CHF | 108 000 | 108 000 | 107 569 | 107 569 | 253 000 CHF | 254 076 CHF | 100,00% | 100,00% |
12/11/2024 | 0,42% | 2,33 CHF | 2,34 CHF | 108 000 | 108 000 | 107 553 | 107 553 | 257 590 CHF | 258 666 CHF | 99,37% | 99,37% |
11/11/2024 | 0,41% | 2,45 CHF | 2,46 CHF | 104 000 | 104 000 | 106 442 | 106 442 | 258 703 CHF | 259 767 CHF | 100,00% | 100,00% |
08/11/2024 | 0,42% | 2,38 CHF | 2,39 CHF | 108 000 | 108 000 | 107 550 | 107 550 | 257 880 CHF | 258 955 CHF | 99,05% | 99,05% |
07/11/2024 | 0,40% | 2,44 CHF | 2,45 CHF | 104 000 | 104 000 | 103 571 | 103 571 | 255 393 CHF | 256 429 CHF | 100,00% | 100,00% |