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 | 0,40% | 2,44 CHF | 2,45 CHF | 108 000 | 108 000 | 107 013 | 107 013 | 267 471 CHF | 268 541 CHF | 99,29% | 99,29% |
19/11/2024 | 0,40% | 2,51 CHF | 2,52 CHF | 108 000 | 108 000 | 107 275 | 107 275 | 267 055 CHF | 268 128 CHF | 100,00% | 100,00% |
18/11/2024 | 0,39% | 2,57 CHF | 2,58 CHF | 104 000 | 104 000 | 104 488 | 104 488 | 266 151 CHF | 267 196 CHF | 99,89% | 99,89% |
15/11/2024 | 0,40% | 2,47 CHF | 2,48 CHF | 108 000 | 108 000 | 107 555 | 107 555 | 267 620 CHF | 268 696 CHF | 100,00% | 100,00% |
14/11/2024 | 0,40% | 2,49 CHF | 2,50 CHF | 108 000 | 108 000 | 107 548 | 107 548 | 265 199 CHF | 266 275 CHF | 98,55% | 98,55% |
13/11/2024 | 0,41% | 2,43 CHF | 2,44 CHF | 108 000 | 108 000 | 107 569 | 107 569 | 263 836 CHF | 264 911 CHF | 99,98% | 99,98% |
12/11/2024 | 0,40% | 2,43 CHF | 2,44 CHF | 108 000 | 108 000 | 107 551 | 107 551 | 268 647 CHF | 269 722 CHF | 99,13% | 99,13% |
11/11/2024 | 0,39% | 2,55 CHF | 2,56 CHF | 104 000 | 104 000 | 106 442 | 106 442 | 269 630 CHF | 270 695 CHF | 100,00% | 100,00% |
08/11/2024 | 0,40% | 2,49 CHF | 2,50 CHF | 108 000 | 108 000 | 107 550 | 107 550 | 269 021 CHF | 270 096 CHF | 99,04% | 99,04% |
07/11/2024 | 0,39% | 2,55 CHF | 2,56 CHF | 104 000 | 104 000 | 103 571 | 103 571 | 266 165 CHF | 267 201 CHF | 100,00% | 100,00% |