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 | 0,37% | 2,64 CHF | 2,65 CHF | 185 000 | 185 000 | 184 237 | 184 237 | 491 782 CHF | 493 624 CHF | 100,00% | 100,00% |
19/11/2024 | 0,38% | 2,63 CHF | 2,64 CHF | 185 000 | 185 000 | 185 034 | 185 034 | 486 464 CHF | 488 314 CHF | 100,00% | 100,00% |
18/11/2024 | 0,38% | 2,65 CHF | 2,66 CHF | 185 000 | 185 000 | 184 967 | 184 967 | 485 320 CHF | 487 170 CHF | 100,00% | 100,00% |
15/11/2024 | 0,38% | 2,64 CHF | 2,65 CHF | 185 000 | 185 000 | 184 237 | 184 237 | 486 722 CHF | 488 565 CHF | 100,00% | 100,00% |
14/11/2024 | 0,37% | 2,68 CHF | 2,69 CHF | 185 000 | 185 000 | 184 238 | 184 238 | 492 279 CHF | 494 122 CHF | 100,00% | 100,00% |
13/11/2024 | 0,40% | 2,49 CHF | 2,50 CHF | 190 000 | 190 000 | 189 344 | 189 344 | 474 254 CHF | 476 148 CHF | 100,00% | 100,00% |
12/11/2024 | 0,39% | 2,54 CHF | 2,55 CHF | 190 000 | 190 000 | 187 768 | 187 768 | 485 724 CHF | 487 602 CHF | 100,00% | 100,00% |
11/11/2024 | 0,38% | 2,65 CHF | 2,66 CHF | 185 000 | 185 000 | 184 193 | 184 193 | 487 612 CHF | 489 454 CHF | 100,00% | 100,00% |
08/11/2024 | 0,38% | 2,63 CHF | 2,64 CHF | 185 000 | 185 000 | 185 839 | 185 839 | 484 579 CHF | 486 437 CHF | 99,18% | 99,18% |
07/11/2024 | 0,39% | 2,58 CHF | 2,59 CHF | 190 000 | 190 000 | 188 356 | 188 356 | 484 948 CHF | 486 832 CHF | 100,00% | 100,00% |