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% | 2,21 CHF | 2,22 CHF | 185 000 | 185 000 | 184 237 | 184 237 | 411 198 CHF | 413 040 CHF | 100,00% | 100,00% |
19/11/2024 | 0,45% | 2,20 CHF | 2,21 CHF | 185 000 | 185 000 | 185 036 | 185 036 | 405 999 CHF | 407 849 CHF | 100,00% | 100,00% |
18/11/2024 | 0,46% | 2,21 CHF | 2,22 CHF | 185 000 | 185 000 | 184 967 | 184 967 | 404 346 CHF | 406 195 CHF | 100,00% | 100,00% |
15/11/2024 | 0,45% | 2,20 CHF | 2,21 CHF | 185 000 | 185 000 | 184 237 | 184 237 | 405 809 CHF | 407 651 CHF | 100,00% | 100,00% |
14/11/2024 | 0,45% | 2,24 CHF | 2,25 CHF | 185 000 | 185 000 | 184 238 | 184 238 | 411 888 CHF | 413 731 CHF | 100,00% | 100,00% |
13/11/2024 | 0,48% | 2,05 CHF | 2,06 CHF | 190 000 | 190 000 | 189 345 | 189 345 | 391 602 CHF | 393 495 CHF | 100,00% | 100,00% |
12/11/2024 | 0,46% | 2,10 CHF | 2,11 CHF | 190 000 | 190 000 | 187 768 | 187 768 | 403 556 CHF | 405 433 CHF | 100,00% | 100,00% |
11/11/2024 | 0,45% | 2,22 CHF | 2,23 CHF | 185 000 | 185 000 | 184 193 | 184 193 | 407 077 CHF | 408 920 CHF | 100,00% | 100,00% |
08/11/2024 | 0,46% | 2,19 CHF | 2,20 CHF | 185 000 | 185 000 | 185 839 | 185 839 | 403 176 CHF | 405 035 CHF | 99,18% | 99,18% |
07/11/2024 | 0,47% | 2,14 CHF | 2,15 CHF | 190 000 | 190 000 | 188 353 | 188 353 | 402 168 CHF | 404 052 CHF | 100,00% | 100,00% |