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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,39% | 2,55 CHF | 2,56 CHF | 110 000 | 110 000 | 109 506 | 109 506 | 277 911 CHF | 279 006 CHF | 100,00% | 100,00% |
22/11/2024 | 0,40% | 2,53 CHF | 2,54 CHF | 110 000 | 110 000 | 109 573 | 109 573 | 274 051 CHF | 275 147 CHF | 99,64% | 99,64% |
20/11/2024 | 0,41% | 2,42 CHF | 2,43 CHF | 115 000 | 115 000 | 110 509 | 110 509 | 270 362 CHF | 271 467 CHF | 99,43% | 99,43% |
19/11/2024 | 0,41% | 2,41 CHF | 2,42 CHF | 115 000 | 115 000 | 113 803 | 113 803 | 274 980 CHF | 276 118 CHF | 100,00% | 100,00% |
18/11/2024 | 0,40% | 2,48 CHF | 2,49 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 270 254 CHF | 271 350 CHF | 99,88% | 99,88% |
15/11/2024 | 0,40% | 2,47 CHF | 2,48 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 270 322 CHF | 271 418 CHF | 100,00% | 100,00% |
14/11/2024 | 0,41% | 2,46 CHF | 2,47 CHF | 110 000 | 110 000 | 111 615 | 111 615 | 271 545 CHF | 272 661 CHF | 98,53% | 98,53% |
13/11/2024 | 0,41% | 2,41 CHF | 2,42 CHF | 115 000 | 115 000 | 110 580 | 110 580 | 271 078 CHF | 272 184 CHF | 100,00% | 100,00% |
12/11/2024 | 0,41% | 2,39 CHF | 2,40 CHF | 115 000 | 115 000 | 110 417 | 110 417 | 270 196 CHF | 271 300 CHF | 99,89% | 99,89% |
11/11/2024 | 0,39% | 2,52 CHF | 2,53 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 277 210 CHF | 278 306 CHF | 100,00% | 100,00% |