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% | 1,96 CHF | 1,97 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 111 141 CHF | 111 701 CHF | 99,43% | 99,43% |
19/11/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 56 000 | 56 000 | 56 528 | 56 528 | 110 714 CHF | 111 279 CHF | 100,00% | 100,00% |
18/11/2024 | 0,50% | 2,01 CHF | 2,02 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 112 114 CHF | 112 674 CHF | 99,88% | 99,88% |
15/11/2024 | 0,50% | 1,98 CHF | 1,99 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 111 318 CHF | 111 878 CHF | 100,00% | 100,00% |
14/11/2024 | 0,52% | 1,96 CHF | 1,97 CHF | 56 000 | 56 000 | 58 615 | 58 615 | 112 833 CHF | 113 420 CHF | 98,60% | 98,60% |
13/11/2024 | 0,52% | 1,89 CHF | 1,90 CHF | 60 000 | 60 000 | 58 264 | 58 264 | 112 141 CHF | 112 724 CHF | 100,00% | 100,00% |
12/11/2024 | 0,50% | 1,96 CHF | 1,97 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 111 521 CHF | 112 081 CHF | 99,88% | 99,88% |
11/11/2024 | 0,49% | 2,02 CHF | 2,03 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 113 438 CHF | 113 998 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 1,99 CHF | 2,00 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 111 676 CHF | 112 236 CHF | 99,05% | 99,05% |
07/11/2024 | 0,49% | 2,01 CHF | 2,02 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 115 026 CHF | 115 586 CHF | 100,00% | 100,00% |