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% | 2,66 CHF | 2,67 CHF | 115 000 | 115 000 | 110 508 | 110 508 | 297 793 CHF | 298 898 CHF | 99,34% | 99,34% |
19/11/2024 | 0,37% | 2,66 CHF | 2,67 CHF | 115 000 | 115 000 | 113 802 | 113 802 | 303 217 CHF | 304 355 CHF | 99,54% | 99,54% |
18/11/2024 | 0,37% | 2,73 CHF | 2,74 CHF | 110 000 | 110 000 | 109 539 | 109 539 | 297 447 CHF | 298 543 CHF | 98,34% | 98,34% |
15/11/2024 | 0,37% | 2,72 CHF | 2,73 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 297 568 CHF | 298 663 CHF | 100,00% | 100,00% |
14/11/2024 | 0,37% | 2,71 CHF | 2,72 CHF | 110 000 | 110 000 | 111 612 | 111 612 | 299 203 CHF | 300 319 CHF | 98,59% | 98,59% |
13/11/2024 | 0,37% | 2,66 CHF | 2,67 CHF | 115 000 | 115 000 | 110 577 | 110 577 | 298 565 CHF | 299 671 CHF | 99,60% | 99,60% |
12/11/2024 | 0,37% | 2,64 CHF | 2,65 CHF | 115 000 | 115 000 | 110 418 | 110 418 | 297 562 CHF | 298 666 CHF | 99,64% | 99,64% |
11/11/2024 | 0,36% | 2,77 CHF | 2,78 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 304 429 CHF | 305 524 CHF | 100,00% | 100,00% |
08/11/2024 | 0,36% | 2,73 CHF | 2,74 CHF | 110 000 | 110 000 | 109 542 | 109 542 | 300 672 CHF | 301 768 CHF | 99,04% | 99,04% |
07/11/2024 | 0,36% | 2,79 CHF | 2,80 CHF | 110 000 | 110 000 | 109 541 | 109 541 | 306 220 CHF | 307 316 CHF | 98,90% | 98,90% |