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 | 0,90% | 1,99 CHF | 2,00 CHF | 200 000 | 200 000 | 89 135 | 89 135 | 177 495 CHF | 178 844 CHF | 99,90% | 99,90% |
19/11/2024 | 0,90% | 1,97 CHF | 1,98 CHF | 200 000 | 200 000 | 89 173 | 89 173 | 176 104 CHF | 177 452 CHF | 100,00% | 100,00% |
18/11/2024 | 0,87% | 2,08 CHF | 2,09 CHF | 200 000 | 200 000 | 88 886 | 88 886 | 182 832 CHF | 184 178 CHF | 99,90% | 99,90% |
15/11/2024 | 0,88% | 2,10 CHF | 2,11 CHF | 190 000 | 190 000 | 87 816 | 87 816 | 180 932 CHF | 182 267 CHF | 99,89% | 99,89% |
14/11/2024 | 1,51% | 2,07 CHF | 2,08 CHF | 200 000 | 200 000 | 65 682 | 65 682 | 136 396 CHF | 137 623 CHF | 96,40% | 96,40% |
13/11/2024 | 0,84% | 2,13 CHF | 2,14 CHF | 190 000 | 190 000 | 85 128 | 85 128 | 181 758 CHF | 183 047 CHF | 99,92% | 99,92% |
12/11/2024 | 0,83% | 2,14 CHF | 2,15 CHF | 190 000 | 190 000 | 84 500 | 84 500 | 181 632 CHF | 182 909 CHF | 100,00% | 100,00% |
11/11/2024 | 0,84% | 2,12 CHF | 2,13 CHF | 190 000 | 190 000 | 85 231 | 85 231 | 183 021 CHF | 184 315 CHF | 99,83% | 99,83% |
08/11/2024 | 0,87% | 2,07 CHF | 2,08 CHF | 200 000 | 200 000 | 88 746 | 88 746 | 183 485 CHF | 184 826 CHF | 100,00% | 100,00% |
07/11/2024 | 0,87% | 2,05 CHF | 2,06 CHF | 200 000 | 200 000 | 89 157 | 89 157 | 183 404 CHF | 184 753 CHF | 100,00% | 100,00% |