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 | 0,43% | 2,31 CHF | 2,32 CHF | 115 000 | 115 000 | 110 509 | 110 509 | 258 817 CHF | 259 922 CHF | 99,43% | 99,43% |
19/11/2024 | 0,43% | 2,31 CHF | 2,32 CHF | 115 000 | 115 000 | 113 804 | 113 804 | 263 111 CHF | 264 249 CHF | 100,00% | 100,00% |
18/11/2024 | 0,42% | 2,38 CHF | 2,39 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 258 793 CHF | 259 889 CHF | 99,88% | 99,88% |
15/11/2024 | 0,42% | 2,36 CHF | 2,37 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 258 828 CHF | 259 923 CHF | 100,00% | 100,00% |
14/11/2024 | 0,43% | 2,35 CHF | 2,36 CHF | 110 000 | 110 000 | 111 614 | 111 614 | 259 778 CHF | 260 894 CHF | 98,56% | 98,56% |
13/11/2024 | 0,43% | 2,31 CHF | 2,32 CHF | 115 000 | 115 000 | 110 580 | 110 580 | 259 531 CHF | 260 636 CHF | 100,00% | 100,00% |
12/11/2024 | 0,43% | 2,29 CHF | 2,30 CHF | 115 000 | 115 000 | 110 417 | 110 417 | 258 574 CHF | 259 678 CHF | 99,88% | 99,88% |
11/11/2024 | 0,41% | 2,41 CHF | 2,42 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 265 665 CHF | 266 761 CHF | 100,00% | 100,00% |
08/11/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 110 000 | 110 000 | 109 542 | 109 542 | 261 880 CHF | 262 975 CHF | 99,05% | 99,05% |
07/11/2024 | 0,41% | 2,44 CHF | 2,45 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 267 224 CHF | 268 319 CHF | 100,00% | 100,00% |