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% | 2,16 CHF | 2,17 CHF | 108 000 | 108 000 | 107 013 | 107 013 | 237 712 CHF | 238 782 CHF | 99,29% | 99,29% |
19/11/2024 | 0,45% | 2,23 CHF | 2,24 CHF | 108 000 | 108 000 | 107 275 | 107 275 | 237 259 CHF | 238 332 CHF | 100,00% | 100,00% |
18/11/2024 | 0,44% | 2,29 CHF | 2,30 CHF | 104 000 | 104 000 | 104 489 | 104 489 | 237 317 CHF | 238 362 CHF | 99,89% | 99,89% |
15/11/2024 | 0,45% | 2,20 CHF | 2,21 CHF | 108 000 | 108 000 | 107 555 | 107 555 | 237 834 CHF | 238 910 CHF | 100,00% | 100,00% |
14/11/2024 | 0,46% | 2,21 CHF | 2,22 CHF | 108 000 | 108 000 | 107 548 | 107 548 | 235 509 CHF | 236 585 CHF | 98,65% | 98,65% |
13/11/2024 | 0,46% | 2,15 CHF | 2,16 CHF | 108 000 | 108 000 | 107 569 | 107 569 | 234 129 CHF | 235 204 CHF | 99,99% | 99,99% |
12/11/2024 | 0,45% | 2,16 CHF | 2,17 CHF | 108 000 | 108 000 | 107 552 | 107 552 | 238 707 CHF | 239 783 CHF | 99,13% | 99,13% |
11/11/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 104 000 | 104 000 | 106 443 | 106 443 | 240 177 CHF | 241 241 CHF | 100,00% | 100,00% |
08/11/2024 | 0,45% | 2,21 CHF | 2,22 CHF | 108 000 | 108 000 | 107 550 | 107 550 | 239 178 CHF | 240 254 CHF | 99,04% | 99,04% |
07/11/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 104 000 | 104 000 | 103 571 | 103 571 | 237 356 CHF | 238 392 CHF | 100,00% | 100,00% |