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 | 0,47% | 2,07 CHF | 2,08 CHF | 185 000 | 185 000 | 184 237 | 184 237 | 387 090 CHF | 388 932 CHF | 100,00% | 100,00% |
19/11/2024 | 0,48% | 2,06 CHF | 2,07 CHF | 185 000 | 185 000 | 185 035 | 185 035 | 381 504 CHF | 383 355 CHF | 100,00% | 100,00% |
18/11/2024 | 0,49% | 2,08 CHF | 2,09 CHF | 185 000 | 185 000 | 184 969 | 184 969 | 380 084 CHF | 381 934 CHF | 100,00% | 100,00% |
15/11/2024 | 0,48% | 2,07 CHF | 2,08 CHF | 185 000 | 185 000 | 184 237 | 184 237 | 381 642 CHF | 383 485 CHF | 100,00% | 100,00% |
14/11/2024 | 0,47% | 2,11 CHF | 2,12 CHF | 185 000 | 185 000 | 184 238 | 184 238 | 387 353 CHF | 389 195 CHF | 100,00% | 100,00% |
13/11/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 190 000 | 190 000 | 189 345 | 189 345 | 366 742 CHF | 368 636 CHF | 100,00% | 100,00% |
12/11/2024 | 0,49% | 1,97 CHF | 1,98 CHF | 190 000 | 190 000 | 187 769 | 187 769 | 378 889 CHF | 380 766 CHF | 100,00% | 100,00% |
11/11/2024 | 0,48% | 2,08 CHF | 2,09 CHF | 185 000 | 185 000 | 184 192 | 184 192 | 382 622 CHF | 384 465 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 2,06 CHF | 2,07 CHF | 185 000 | 185 000 | 185 840 | 185 840 | 378 470 CHF | 380 328 CHF | 99,18% | 99,18% |
07/11/2024 | 0,50% | 2,01 CHF | 2,02 CHF | 190 000 | 190 000 | 188 355 | 188 355 | 377 349 CHF | 379 233 CHF | 100,00% | 100,00% |