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 | 0,40% | 2,59 CHF | 2,62 CHF | 17 000 | 17 000 | 106 235 | 106 235 | 280 113 CHF | 281 186 CHF | 98,90% | 98,90% |
19/11/2024 | 0,38% | 2,68 CHF | 2,71 CHF | 17 000 | 17 000 | 109 989 | 109 989 | 305 392 CHF | 306 503 CHF | 98,73% | 98,73% |
18/11/2024 | 0,38% | 2,80 CHF | 2,83 CHF | 18 000 | 18 000 | 109 137 | 109 137 | 304 652 CHF | 305 754 CHF | 98,94% | 98,94% |
15/11/2024 | 0,39% | 2,74 CHF | 2,77 CHF | 17 000 | 17 000 | 106 822 | 106 822 | 288 930 CHF | 290 009 CHF | 98,94% | 98,94% |
14/11/2024 | 0,42% | 2,52 CHF | 2,55 CHF | 16 000 | 16 000 | 103 250 | 103 250 | 259 632 CHF | 260 675 CHF | 98,85% | 98,85% |
13/11/2024 | 0,42% | 2,47 CHF | 2,50 CHF | 16 000 | 16 000 | 103 244 | 103 244 | 262 793 CHF | 263 835 CHF | 98,87% | 98,87% |
12/11/2024 | 0,42% | 2,54 CHF | 2,57 CHF | 16 000 | 16 000 | 103 312 | 103 312 | 261 764 CHF | 262 807 CHF | 98,74% | 98,74% |
11/11/2024 | 0,43% | 2,40 CHF | 2,43 CHF | 16 000 | 16 000 | 101 255 | 101 255 | 248 762 CHF | 249 784 CHF | 98,90% | 98,90% |
08/11/2024 | 0,41% | 2,55 CHF | 2,58 CHF | 16 000 | 16 000 | 104 245 | 104 245 | 270 054 CHF | 271 107 CHF | 97,77% | 97,77% |
07/11/2024 | 0,40% | 2,63 CHF | 2,66 CHF | 17 000 | 17 000 | 104 752 | 104 752 | 277 594 CHF | 278 652 CHF | 98,90% | 98,90% |