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 | 0,45% | 2,21 CHF | 2,22 CHF | 113 000 | 113 000 | 112 300 | 112 300 | 251 773 CHF | 252 896 CHF | 99,48% | 99,48% |
19/11/2024 | 0,45% | 2,21 CHF | 2,22 CHF | 113 000 | 113 000 | 112 951 | 112 951 | 250 921 CHF | 252 051 CHF | 100,00% | 100,00% |
18/11/2024 | 0,45% | 2,24 CHF | 2,25 CHF | 113 000 | 113 000 | 112 997 | 112 997 | 250 246 CHF | 251 376 CHF | 99,89% | 99,89% |
15/11/2024 | 0,45% | 2,21 CHF | 2,22 CHF | 113 000 | 113 000 | 113 674 | 113 674 | 249 321 CHF | 250 458 CHF | 100,00% | 100,00% |
14/11/2024 | 0,47% | 2,18 CHF | 2,19 CHF | 114 000 | 114 000 | 114 611 | 114 611 | 245 901 CHF | 247 047 CHF | 98,62% | 98,62% |
13/11/2024 | 0,47% | 2,11 CHF | 2,12 CHF | 115 000 | 115 000 | 115 518 | 115 518 | 242 880 CHF | 244 035 CHF | 100,00% | 100,00% |
12/11/2024 | 0,48% | 2,06 CHF | 2,07 CHF | 117 000 | 117 000 | 115 585 | 115 585 | 242 663 CHF | 243 819 CHF | 99,88% | 99,88% |
11/11/2024 | 0,46% | 2,16 CHF | 2,17 CHF | 114 000 | 114 000 | 114 635 | 114 635 | 246 382 CHF | 247 528 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 2,08 CHF | 2,09 CHF | 116 000 | 116 000 | 115 899 | 115 899 | 242 332 CHF | 243 491 CHF | 98,29% | 98,29% |
07/11/2024 | 0,46% | 2,14 CHF | 2,15 CHF | 115 000 | 115 000 | 114 549 | 114 549 | 246 491 CHF | 247 636 CHF | 100,00% | 100,00% |