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 | 0,41% | 2,38 CHF | 2,39 CHF | 115 000 | 115 000 | 110 509 | 110 509 | 266 764 CHF | 267 869 CHF | 99,22% | 99,22% |
19/11/2024 | 0,42% | 2,38 CHF | 2,39 CHF | 115 000 | 115 000 | 113 800 | 113 800 | 271 289 CHF | 272 427 CHF | 99,57% | 99,57% |
18/11/2024 | 0,41% | 2,45 CHF | 2,46 CHF | 110 000 | 110 000 | 109 539 | 109 539 | 266 633 CHF | 267 728 CHF | 98,41% | 98,41% |
15/11/2024 | 0,41% | 2,44 CHF | 2,45 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 266 687 CHF | 267 782 CHF | 100,00% | 100,00% |
14/11/2024 | 0,42% | 2,42 CHF | 2,43 CHF | 110 000 | 110 000 | 111 612 | 111 612 | 267 792 CHF | 268 909 CHF | 98,60% | 98,60% |
13/11/2024 | 0,41% | 2,38 CHF | 2,39 CHF | 115 000 | 115 000 | 110 576 | 110 576 | 267 471 CHF | 268 577 CHF | 99,29% | 99,29% |
12/11/2024 | 0,41% | 2,36 CHF | 2,37 CHF | 115 000 | 115 000 | 110 413 | 110 413 | 266 485 CHF | 267 589 CHF | 99,57% | 99,57% |
11/11/2024 | 0,40% | 2,49 CHF | 2,50 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 273 607 CHF | 274 702 CHF | 100,00% | 100,00% |
08/11/2024 | 0,41% | 2,45 CHF | 2,46 CHF | 110 000 | 110 000 | 109 541 | 109 541 | 269 769 CHF | 270 865 CHF | 98,96% | 98,96% |
07/11/2024 | 0,40% | 2,51 CHF | 2,52 CHF | 110 000 | 110 000 | 109 544 | 109 544 | 275 157 CHF | 276 252 CHF | 99,56% | 99,56% |