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% | 2,39 CHF | 2,40 CHF | 108 000 | 108 000 | 107 013 | 107 013 | 262 443 CHF | 263 513 CHF | 99,44% | 99,44% |
19/11/2024 | 0,41% | 2,46 CHF | 2,47 CHF | 108 000 | 108 000 | 107 275 | 107 275 | 262 024 CHF | 263 097 CHF | 100,00% | 100,00% |
18/11/2024 | 0,40% | 2,52 CHF | 2,53 CHF | 104 000 | 104 000 | 104 489 | 104 489 | 261 283 CHF | 262 328 CHF | 99,88% | 99,88% |
15/11/2024 | 0,41% | 2,43 CHF | 2,44 CHF | 108 000 | 108 000 | 107 555 | 107 555 | 262 544 CHF | 263 620 CHF | 100,00% | 100,00% |
14/11/2024 | 0,41% | 2,44 CHF | 2,45 CHF | 108 000 | 108 000 | 107 548 | 107 548 | 260 420 CHF | 261 496 CHF | 98,53% | 98,53% |
13/11/2024 | 0,41% | 2,38 CHF | 2,39 CHF | 108 000 | 108 000 | 107 569 | 107 569 | 259 050 CHF | 260 126 CHF | 100,00% | 100,00% |
12/11/2024 | 0,41% | 2,39 CHF | 2,40 CHF | 108 000 | 108 000 | 107 552 | 107 552 | 263 645 CHF | 264 721 CHF | 99,37% | 99,37% |
11/11/2024 | 0,40% | 2,50 CHF | 2,51 CHF | 104 000 | 104 000 | 106 443 | 106 443 | 264 625 CHF | 265 689 CHF | 100,00% | 100,00% |
08/11/2024 | 0,41% | 2,44 CHF | 2,45 CHF | 108 000 | 108 000 | 107 550 | 107 550 | 263 931 CHF | 265 006 CHF | 99,05% | 99,05% |
07/11/2024 | 0,40% | 2,50 CHF | 2,51 CHF | 104 000 | 104 000 | 103 571 | 103 571 | 261 284 CHF | 262 320 CHF | 100,00% | 100,00% |