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 | 0,51% | 1,94 CHF | 1,95 CHF | 113 000 | 113 000 | 112 300 | 112 300 | 220 668 CHF | 221 791 CHF | 99,43% | 99,43% |
19/11/2024 | 0,51% | 1,93 CHF | 1,94 CHF | 113 000 | 113 000 | 112 951 | 112 951 | 219 569 CHF | 220 699 CHF | 100,00% | 100,00% |
18/11/2024 | 0,51% | 1,96 CHF | 1,97 CHF | 113 000 | 113 000 | 112 997 | 112 997 | 219 012 CHF | 220 142 CHF | 99,88% | 99,88% |
15/11/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 113 000 | 113 000 | 113 673 | 113 673 | 217 900 CHF | 219 037 CHF | 100,00% | 100,00% |
14/11/2024 | 0,53% | 1,90 CHF | 1,91 CHF | 114 000 | 114 000 | 114 611 | 114 611 | 214 313 CHF | 215 459 CHF | 98,56% | 98,56% |
13/11/2024 | 0,55% | 1,83 CHF | 1,84 CHF | 115 000 | 115 000 | 115 518 | 115 518 | 211 051 CHF | 212 206 CHF | 100,00% | 100,00% |
12/11/2024 | 0,55% | 1,78 CHF | 1,79 CHF | 117 000 | 117 000 | 115 585 | 115 585 | 210 658 CHF | 211 813 CHF | 99,90% | 99,90% |
11/11/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 114 000 | 114 000 | 114 635 | 114 635 | 214 676 CHF | 215 822 CHF | 100,00% | 100,00% |
08/11/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 116 000 | 116 000 | 115 899 | 115 899 | 210 304 CHF | 211 463 CHF | 98,30% | 98,30% |
07/11/2024 | 0,53% | 1,87 CHF | 1,88 CHF | 115 000 | 115 000 | 114 549 | 114 549 | 214 857 CHF | 216 002 CHF | 100,00% | 100,00% |