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 | 0,42% | 2,46 CHF | 2,49 CHF | 17 000 | 17 000 | 106 235 | 106 235 | 266 429 CHF | 267 502 CHF | 98,90% | 98,90% |
19/11/2024 | 0,40% | 2,55 CHF | 2,58 CHF | 17 000 | 17 000 | 109 990 | 109 990 | 291 273 CHF | 292 383 CHF | 98,74% | 98,74% |
18/11/2024 | 0,40% | 2,67 CHF | 2,70 CHF | 18 000 | 18 000 | 109 137 | 109 137 | 290 568 CHF | 291 670 CHF | 98,94% | 98,94% |
15/11/2024 | 0,41% | 2,61 CHF | 2,64 CHF | 17 000 | 17 000 | 106 822 | 106 822 | 275 136 CHF | 276 215 CHF | 98,94% | 98,94% |
14/11/2024 | 0,44% | 2,39 CHF | 2,42 CHF | 16 000 | 16 000 | 103 250 | 103 250 | 246 327 CHF | 247 369 CHF | 98,85% | 98,85% |
13/11/2024 | 0,44% | 2,34 CHF | 2,37 CHF | 16 000 | 16 000 | 103 244 | 103 244 | 249 452 CHF | 250 494 CHF | 98,87% | 98,87% |
12/11/2024 | 0,44% | 2,41 CHF | 2,44 CHF | 16 000 | 16 000 | 103 312 | 103 312 | 248 470 CHF | 249 513 CHF | 98,76% | 98,76% |
11/11/2024 | 0,46% | 2,27 CHF | 2,30 CHF | 16 000 | 16 000 | 101 255 | 101 255 | 235 701 CHF | 236 723 CHF | 98,90% | 98,90% |
08/11/2024 | 0,43% | 2,42 CHF | 2,45 CHF | 16 000 | 16 000 | 104 245 | 104 245 | 256 560 CHF | 257 613 CHF | 97,79% | 97,79% |
07/11/2024 | 0,42% | 2,51 CHF | 2,54 CHF | 17 000 | 17 000 | 104 751 | 104 751 | 263 980 CHF | 265 038 CHF | 98,90% | 98,90% |