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 | 0,38% | 2,63 CHF | 2,64 CHF | 115 000 | 115 000 | 110 509 | 110 509 | 293 698 CHF | 294 803 CHF | 99,43% | 99,43% |
19/11/2024 | 0,38% | 2,62 CHF | 2,63 CHF | 115 000 | 115 000 | 113 804 | 113 804 | 299 032 CHF | 300 170 CHF | 100,00% | 100,00% |
18/11/2024 | 0,37% | 2,69 CHF | 2,70 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 293 503 CHF | 294 599 CHF | 99,88% | 99,88% |
15/11/2024 | 0,37% | 2,68 CHF | 2,69 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 293 560 CHF | 294 656 CHF | 100,00% | 100,00% |
14/11/2024 | 0,38% | 2,67 CHF | 2,68 CHF | 110 000 | 110 000 | 111 613 | 111 613 | 295 191 CHF | 296 308 CHF | 98,60% | 98,60% |
13/11/2024 | 0,37% | 2,63 CHF | 2,64 CHF | 115 000 | 115 000 | 110 580 | 110 580 | 294 563 CHF | 295 669 CHF | 100,00% | 100,00% |
12/11/2024 | 0,38% | 2,61 CHF | 2,62 CHF | 115 000 | 115 000 | 110 417 | 110 417 | 293 604 CHF | 294 708 CHF | 99,90% | 99,90% |
11/11/2024 | 0,36% | 2,73 CHF | 2,74 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 300 381 CHF | 301 476 CHF | 100,00% | 100,00% |
08/11/2024 | 0,37% | 2,69 CHF | 2,70 CHF | 110 000 | 110 000 | 109 542 | 109 542 | 296 690 CHF | 297 785 CHF | 99,05% | 99,05% |
07/11/2024 | 0,36% | 2,75 CHF | 2,76 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 302 138 CHF | 303 234 CHF | 100,00% | 100,00% |