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 | 0,39% | 2,49 CHF | 2,50 CHF | 108 000 | 108 000 | 107 012 | 107 012 | 273 202 CHF | 274 272 CHF | 99,28% | 99,28% |
19/11/2024 | 0,39% | 2,56 CHF | 2,57 CHF | 108 000 | 108 000 | 107 275 | 107 275 | 272 781 CHF | 273 854 CHF | 100,00% | 100,00% |
18/11/2024 | 0,38% | 2,62 CHF | 2,63 CHF | 104 000 | 104 000 | 104 488 | 104 488 | 271 786 CHF | 272 831 CHF | 99,89% | 99,89% |
15/11/2024 | 0,39% | 2,53 CHF | 2,54 CHF | 108 000 | 108 000 | 107 555 | 107 555 | 273 386 CHF | 274 462 CHF | 100,00% | 100,00% |
14/11/2024 | 0,40% | 2,54 CHF | 2,55 CHF | 108 000 | 108 000 | 107 547 | 107 547 | 271 015 CHF | 272 091 CHF | 98,55% | 98,55% |
13/11/2024 | 0,40% | 2,48 CHF | 2,49 CHF | 108 000 | 108 000 | 107 569 | 107 569 | 269 881 CHF | 270 957 CHF | 99,97% | 99,97% |
12/11/2024 | 0,39% | 2,49 CHF | 2,50 CHF | 108 000 | 108 000 | 107 551 | 107 551 | 274 475 CHF | 275 550 CHF | 99,13% | 99,13% |
11/11/2024 | 0,39% | 2,60 CHF | 2,61 CHF | 104 000 | 104 000 | 106 443 | 106 443 | 275 368 CHF | 276 433 CHF | 100,00% | 100,00% |
08/11/2024 | 0,39% | 2,54 CHF | 2,55 CHF | 108 000 | 108 000 | 107 550 | 107 550 | 274 767 CHF | 275 842 CHF | 99,04% | 99,04% |
07/11/2024 | 0,38% | 2,60 CHF | 2,61 CHF | 104 000 | 104 000 | 103 571 | 103 571 | 271 777 CHF | 272 812 CHF | 100,00% | 100,00% |