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% | 2,53 CHF | 2,54 CHF | 185 000 | 185 000 | 184 237 | 184 237 | 472 076 CHF | 473 918 CHF | 100,00% | 100,00% |
19/11/2024 | 0,40% | 2,53 CHF | 2,54 CHF | 185 000 | 185 000 | 185 036 | 185 036 | 466 776 CHF | 468 627 CHF | 100,00% | 100,00% |
18/11/2024 | 0,40% | 2,54 CHF | 2,55 CHF | 185 000 | 185 000 | 184 967 | 184 967 | 465 282 CHF | 467 132 CHF | 100,00% | 100,00% |
15/11/2024 | 0,39% | 2,53 CHF | 2,54 CHF | 185 000 | 185 000 | 184 237 | 184 237 | 466 660 CHF | 468 502 CHF | 100,00% | 100,00% |
14/11/2024 | 0,39% | 2,57 CHF | 2,58 CHF | 185 000 | 185 000 | 184 238 | 184 238 | 472 596 CHF | 474 438 CHF | 100,00% | 100,00% |
13/11/2024 | 0,42% | 2,38 CHF | 2,39 CHF | 190 000 | 190 000 | 189 344 | 189 344 | 454 037 CHF | 455 931 CHF | 100,00% | 100,00% |
12/11/2024 | 0,40% | 2,43 CHF | 2,44 CHF | 190 000 | 190 000 | 187 769 | 187 769 | 465 420 CHF | 467 298 CHF | 100,00% | 100,00% |
11/11/2024 | 0,39% | 2,55 CHF | 2,56 CHF | 185 000 | 185 000 | 184 193 | 184 193 | 467 876 CHF | 469 718 CHF | 100,00% | 100,00% |
08/11/2024 | 0,40% | 2,52 CHF | 2,53 CHF | 185 000 | 185 000 | 185 838 | 185 838 | 464 629 CHF | 466 487 CHF | 99,18% | 99,18% |
07/11/2024 | 0,40% | 2,47 CHF | 2,48 CHF | 190 000 | 190 000 | 188 355 | 188 355 | 464 751 CHF | 466 635 CHF | 100,00% | 100,00% |