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 | 0,84% | 2,11 CHF | 2,12 CHF | 200 000 | 200 000 | 89 142 | 89 142 | 188 759 CHF | 190 107 CHF | 99,90% | 99,90% |
19/11/2024 | 0,85% | 2,10 CHF | 2,11 CHF | 200 000 | 200 000 | 89 173 | 89 173 | 187 325 CHF | 188 673 CHF | 100,00% | 100,00% |
18/11/2024 | 0,82% | 2,20 CHF | 2,21 CHF | 200 000 | 200 000 | 88 892 | 88 892 | 194 172 CHF | 195 518 CHF | 99,90% | 99,90% |
15/11/2024 | 0,83% | 2,22 CHF | 2,23 CHF | 190 000 | 190 000 | 87 823 | 87 823 | 192 098 CHF | 193 434 CHF | 99,90% | 99,90% |
14/11/2024 | 1,42% | 2,20 CHF | 2,21 CHF | 200 000 | 200 000 | 65 678 | 65 678 | 144 695 CHF | 145 923 CHF | 96,41% | 96,41% |
13/11/2024 | 0,79% | 2,25 CHF | 2,26 CHF | 190 000 | 190 000 | 85 126 | 85 126 | 192 520 CHF | 193 808 CHF | 99,92% | 99,92% |
12/11/2024 | 0,79% | 2,26 CHF | 2,27 CHF | 190 000 | 190 000 | 84 498 | 84 498 | 192 239 CHF | 193 516 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 2,25 CHF | 2,26 CHF | 190 000 | 190 000 | 85 238 | 85 238 | 193 669 CHF | 194 963 CHF | 99,83% | 99,83% |
08/11/2024 | 0,82% | 2,20 CHF | 2,21 CHF | 200 000 | 200 000 | 88 744 | 88 744 | 194 505 CHF | 195 846 CHF | 100,00% | 100,00% |
07/11/2024 | 0,82% | 2,17 CHF | 2,18 CHF | 200 000 | 200 000 | 89 158 | 89 158 | 194 611 CHF | 195 959 CHF | 100,00% | 100,00% |