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 | 0,48% | 2,07 CHF | 2,08 CHF | 185 000 | 185 000 | 184 237 | 184 237 | 386 678 CHF | 388 521 CHF | 100,00% | 100,00% |
19/11/2024 | 0,48% | 2,06 CHF | 2,07 CHF | 185 000 | 185 000 | 185 036 | 185 036 | 381 321 CHF | 383 171 CHF | 99,80% | 99,80% |
18/11/2024 | 0,49% | 2,08 CHF | 2,09 CHF | 185 000 | 185 000 | 184 969 | 184 969 | 379 531 CHF | 381 381 CHF | 99,95% | 99,95% |
15/11/2024 | 0,48% | 2,07 CHF | 2,08 CHF | 185 000 | 185 000 | 184 237 | 184 237 | 381 078 CHF | 382 920 CHF | 99,98% | 99,98% |
14/11/2024 | 0,48% | 2,11 CHF | 2,12 CHF | 185 000 | 185 000 | 184 236 | 184 236 | 386 862 CHF | 388 705 CHF | 99,76% | 99,76% |
13/11/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 190 000 | 190 000 | 189 336 | 189 336 | 366 085 CHF | 367 979 CHF | 99,73% | 99,73% |
12/11/2024 | 0,50% | 1,97 CHF | 1,98 CHF | 190 000 | 190 000 | 187 760 | 187 760 | 378 387 CHF | 380 265 CHF | 99,48% | 99,48% |
11/11/2024 | 0,48% | 2,08 CHF | 2,09 CHF | 185 000 | 185 000 | 184 237 | 184 237 | 382 475 CHF | 384 317 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 2,06 CHF | 2,07 CHF | 185 000 | 185 000 | 185 835 | 185 835 | 378 253 CHF | 380 111 CHF | 99,10% | 99,10% |
07/11/2024 | 0,50% | 2,01 CHF | 2,02 CHF | 190 000 | 190 000 | 188 358 | 188 358 | 376 814 CHF | 378 697 CHF | 99,64% | 99,64% |