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 | 267 683 CHF | 268 753 CHF | 99,43% | 99,43% |
19/11/2024 | 0,40% | 2,51 CHF | 2,52 CHF | 108 000 | 108 000 | 107 275 | 107 275 | 267 285 CHF | 268 357 CHF | 100,00% | 100,00% |
18/11/2024 | 0,39% | 2,57 CHF | 2,58 CHF | 104 000 | 104 000 | 104 490 | 104 490 | 266 667 CHF | 267 712 CHF | 99,88% | 99,88% |
15/11/2024 | 0,40% | 2,48 CHF | 2,49 CHF | 108 000 | 108 000 | 107 555 | 107 555 | 268 070 CHF | 269 145 CHF | 100,00% | 100,00% |
14/11/2024 | 0,40% | 2,49 CHF | 2,50 CHF | 108 000 | 108 000 | 107 548 | 107 548 | 265 718 CHF | 266 794 CHF | 98,58% | 98,58% |
13/11/2024 | 0,41% | 2,43 CHF | 2,44 CHF | 108 000 | 108 000 | 107 569 | 107 569 | 264 351 CHF | 265 427 CHF | 100,00% | 100,00% |
12/11/2024 | 0,40% | 2,44 CHF | 2,45 CHF | 108 000 | 108 000 | 107 552 | 107 552 | 268 916 CHF | 269 992 CHF | 99,34% | 99,34% |
11/11/2024 | 0,39% | 2,55 CHF | 2,56 CHF | 104 000 | 104 000 | 106 443 | 106 443 | 269 877 CHF | 270 941 CHF | 100,00% | 100,00% |
08/11/2024 | 0,40% | 2,49 CHF | 2,50 CHF | 108 000 | 108 000 | 107 550 | 107 550 | 269 462 CHF | 270 538 CHF | 99,05% | 99,05% |
07/11/2024 | 0,39% | 2,55 CHF | 2,56 CHF | 104 000 | 104 000 | 103 571 | 103 571 | 266 637 CHF | 267 672 CHF | 100,00% | 100,00% |