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 | 0,44% | 2,22 CHF | 2,23 CHF | 108 000 | 108 000 | 107 012 | 107 012 | 243 979 CHF | 245 049 CHF | 99,28% | 99,28% |
19/11/2024 | 0,44% | 2,29 CHF | 2,30 CHF | 108 000 | 108 000 | 107 275 | 107 275 | 243 525 CHF | 244 598 CHF | 99,98% | 99,98% |
18/11/2024 | 0,43% | 2,35 CHF | 2,36 CHF | 104 000 | 104 000 | 104 488 | 104 488 | 243 435 CHF | 244 479 CHF | 99,89% | 99,89% |
15/11/2024 | 0,44% | 2,26 CHF | 2,27 CHF | 108 000 | 108 000 | 107 555 | 107 555 | 244 152 CHF | 245 227 CHF | 100,00% | 100,00% |
14/11/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 108 000 | 108 000 | 107 548 | 107 548 | 241 814 CHF | 242 890 CHF | 98,60% | 98,60% |
13/11/2024 | 0,45% | 2,21 CHF | 2,22 CHF | 108 000 | 108 000 | 107 569 | 107 569 | 240 461 CHF | 241 537 CHF | 99,98% | 99,98% |
12/11/2024 | 0,44% | 2,21 CHF | 2,22 CHF | 108 000 | 108 000 | 107 552 | 107 552 | 244 987 CHF | 246 062 CHF | 99,13% | 99,13% |
11/11/2024 | 0,43% | 2,33 CHF | 2,34 CHF | 104 000 | 104 000 | 106 443 | 106 443 | 246 191 CHF | 247 256 CHF | 100,00% | 100,00% |
08/11/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 108 000 | 108 000 | 107 550 | 107 550 | 245 513 CHF | 246 588 CHF | 99,04% | 99,04% |
07/11/2024 | 0,42% | 2,33 CHF | 2,34 CHF | 104 000 | 104 000 | 103 571 | 103 571 | 243 452 CHF | 244 487 CHF | 100,00% | 100,00% |