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 | 0,50% | 1,98 CHF | 1,99 CHF | 113 000 | 113 000 | 112 300 | 112 300 | 224 934 CHF | 226 057 CHF | 99,48% | 99,48% |
19/11/2024 | 0,50% | 1,97 CHF | 1,98 CHF | 113 000 | 113 000 | 112 951 | 112 951 | 223 854 CHF | 224 984 CHF | 100,00% | 100,00% |
18/11/2024 | 0,51% | 2,00 CHF | 2,01 CHF | 113 000 | 113 000 | 112 997 | 112 997 | 223 194 CHF | 224 324 CHF | 99,89% | 99,89% |
15/11/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 113 000 | 113 000 | 113 673 | 113 673 | 222 217 CHF | 223 354 CHF | 100,00% | 100,00% |
14/11/2024 | 0,52% | 1,94 CHF | 1,95 CHF | 114 000 | 114 000 | 114 611 | 114 611 | 218 546 CHF | 219 692 CHF | 98,61% | 98,61% |
13/11/2024 | 0,54% | 1,87 CHF | 1,88 CHF | 115 000 | 115 000 | 115 517 | 115 517 | 215 247 CHF | 216 402 CHF | 100,00% | 100,00% |
12/11/2024 | 0,54% | 1,82 CHF | 1,83 CHF | 117 000 | 117 000 | 115 585 | 115 585 | 215 035 CHF | 216 191 CHF | 99,88% | 99,88% |
11/11/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 114 000 | 114 000 | 114 635 | 114 635 | 219 001 CHF | 220 147 CHF | 100,00% | 100,00% |
08/11/2024 | 0,54% | 1,84 CHF | 1,85 CHF | 116 000 | 116 000 | 115 899 | 115 899 | 214 616 CHF | 215 775 CHF | 98,29% | 98,29% |
07/11/2024 | 0,52% | 1,90 CHF | 1,91 CHF | 115 000 | 115 000 | 114 549 | 114 549 | 219 224 CHF | 220 369 CHF | 100,00% | 100,00% |