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 | 0,34% | 2,92 CHF | 2,93 CHF | 115 000 | 115 000 | 110 509 | 110 509 | 326 410 CHF | 327 516 CHF | 99,44% | 99,44% |
19/11/2024 | 0,34% | 2,92 CHF | 2,93 CHF | 115 000 | 115 000 | 113 803 | 113 803 | 332 634 CHF | 333 772 CHF | 100,00% | 100,00% |
18/11/2024 | 0,34% | 2,99 CHF | 3,00 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 325 870 CHF | 326 965 CHF | 99,88% | 99,88% |
15/11/2024 | 0,34% | 2,98 CHF | 2,99 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 326 016 CHF | 327 112 CHF | 100,00% | 100,00% |
14/11/2024 | 0,34% | 2,97 CHF | 2,98 CHF | 110 000 | 110 000 | 111 614 | 111 614 | 328 123 CHF | 329 239 CHF | 98,57% | 98,57% |
13/11/2024 | 0,34% | 2,92 CHF | 2,93 CHF | 115 000 | 115 000 | 110 580 | 110 580 | 327 254 CHF | 328 360 CHF | 100,00% | 100,00% |
12/11/2024 | 0,34% | 2,90 CHF | 2,91 CHF | 115 000 | 115 000 | 110 418 | 110 418 | 326 133 CHF | 327 238 CHF | 99,90% | 99,90% |
11/11/2024 | 0,33% | 3,03 CHF | 3,04 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 332 863 CHF | 333 958 CHF | 100,00% | 100,00% |
08/11/2024 | 0,33% | 2,99 CHF | 3,00 CHF | 110 000 | 110 000 | 109 542 | 109 542 | 329 102 CHF | 330 197 CHF | 99,05% | 99,05% |
07/11/2024 | 0,33% | 3,05 CHF | 3,06 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 334 742 CHF | 335 838 CHF | 100,00% | 100,00% |