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 | 0,43% | 2,24 CHF | 2,25 CHF | 108 000 | 108 000 | 107 014 | 107 014 | 245 711 CHF | 246 782 CHF | 99,43% | 99,43% |
19/11/2024 | 0,44% | 2,31 CHF | 2,32 CHF | 108 000 | 108 000 | 107 275 | 107 275 | 245 283 CHF | 246 355 CHF | 100,00% | 100,00% |
18/11/2024 | 0,43% | 2,37 CHF | 2,38 CHF | 104 000 | 104 000 | 104 489 | 104 489 | 245 129 CHF | 246 174 CHF | 99,88% | 99,88% |
15/11/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 108 000 | 108 000 | 107 555 | 107 555 | 245 913 CHF | 246 989 CHF | 100,00% | 100,00% |
14/11/2024 | 0,44% | 2,29 CHF | 2,30 CHF | 108 000 | 108 000 | 107 548 | 107 548 | 243 536 CHF | 244 611 CHF | 98,60% | 98,60% |
13/11/2024 | 0,44% | 2,22 CHF | 2,23 CHF | 108 000 | 108 000 | 107 569 | 107 569 | 242 145 CHF | 243 220 CHF | 100,00% | 100,00% |
12/11/2024 | 0,43% | 2,23 CHF | 2,24 CHF | 108 000 | 108 000 | 107 553 | 107 553 | 246 755 CHF | 247 831 CHF | 99,36% | 99,36% |
11/11/2024 | 0,43% | 2,34 CHF | 2,35 CHF | 104 000 | 104 000 | 106 442 | 106 442 | 247 956 CHF | 249 020 CHF | 100,00% | 100,00% |
08/11/2024 | 0,43% | 2,28 CHF | 2,29 CHF | 108 000 | 108 000 | 107 550 | 107 550 | 247 306 CHF | 248 382 CHF | 99,05% | 99,05% |
07/11/2024 | 0,42% | 2,34 CHF | 2,35 CHF | 104 000 | 104 000 | 103 571 | 103 571 | 245 140 CHF | 246 176 CHF | 100,00% | 100,00% |