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% | 2,93 CHF | 2,94 CHF | 135 000 | 135 000 | 74 342 | 74 342 | 223 173 CHF | 223 918 CHF | 99,90% | 99,90% |
19/11/2024 | 0,35% | 2,93 CHF | 2,94 CHF | 135 000 | 135 000 | 74 052 | 74 052 | 217 909 CHF | 218 651 CHF | 100,00% | 100,00% |
18/11/2024 | 0,34% | 3,01 CHF | 3,02 CHF | 135 000 | 135 000 | 74 270 | 74 270 | 222 659 CHF | 223 403 CHF | 99,54% | 99,54% |
15/11/2024 | 0,33% | 3,01 CHF | 3,02 CHF | 135 000 | 135 000 | 74 074 | 74 074 | 229 874 CHF | 230 616 CHF | 99,72% | 99,72% |
14/11/2024 | 0,32% | 3,17 CHF | 3,18 CHF | 130 000 | 130 000 | 71 744 | 71 744 | 227 688 CHF | 228 407 CHF | 100,00% | 100,00% |
13/11/2024 | 0,33% | 3,08 CHF | 3,09 CHF | 135 000 | 135 000 | 74 237 | 74 237 | 228 542 CHF | 229 286 CHF | 100,00% | 100,00% |
12/11/2024 | 0,34% | 3,06 CHF | 3,07 CHF | 135 000 | 135 000 | 74 241 | 74 241 | 224 629 CHF | 225 372 CHF | 100,00% | 100,00% |
11/11/2024 | 0,33% | 3,01 CHF | 3,02 CHF | 135 000 | 135 000 | 74 253 | 74 253 | 229 298 CHF | 230 042 CHF | 100,00% | 100,00% |
08/11/2024 | 0,33% | 3,09 CHF | 3,10 CHF | 135 000 | 135 000 | 74 410 | 74 410 | 231 711 CHF | 232 456 CHF | 99,20% | 99,20% |
07/11/2024 | 0,33% | 3,12 CHF | 3,13 CHF | 135 000 | 135 000 | 74 218 | 74 218 | 227 607 CHF | 228 350 CHF | 100,00% | 100,00% |