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 | 0,50% | 1,95 CHF | 1,96 CHF | 108 000 | 108 000 | 107 012 | 107 012 | 215 499 CHF | 216 569 CHF | 99,30% | 99,30% |
19/11/2024 | 0,50% | 2,02 CHF | 2,03 CHF | 108 000 | 108 000 | 107 275 | 107 275 | 215 002 CHF | 216 075 CHF | 100,00% | 100,00% |
18/11/2024 | 0,48% | 2,08 CHF | 2,09 CHF | 104 000 | 104 000 | 104 488 | 104 488 | 215 317 CHF | 216 361 CHF | 99,89% | 99,89% |
15/11/2024 | 0,50% | 1,99 CHF | 2,00 CHF | 108 000 | 108 000 | 107 555 | 107 555 | 215 152 CHF | 216 227 CHF | 100,00% | 100,00% |
14/11/2024 | 0,50% | 2,00 CHF | 2,01 CHF | 108 000 | 108 000 | 107 547 | 107 547 | 213 083 CHF | 214 159 CHF | 98,51% | 98,51% |
13/11/2024 | 0,51% | 1,94 CHF | 1,95 CHF | 108 000 | 108 000 | 107 569 | 107 569 | 211 680 CHF | 212 756 CHF | 99,97% | 99,97% |
12/11/2024 | 0,50% | 1,95 CHF | 1,96 CHF | 108 000 | 108 000 | 107 551 | 107 551 | 216 319 CHF | 217 394 CHF | 99,13% | 99,13% |
11/11/2024 | 0,49% | 2,06 CHF | 2,07 CHF | 104 000 | 104 000 | 106 443 | 106 443 | 217 735 CHF | 218 799 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 2,00 CHF | 2,01 CHF | 108 000 | 108 000 | 107 550 | 107 550 | 216 467 CHF | 217 543 CHF | 99,04% | 99,04% |
07/11/2024 | 0,48% | 2,06 CHF | 2,07 CHF | 104 000 | 104 000 | 103 571 | 103 571 | 215 628 CHF | 216 663 CHF | 100,00% | 100,00% |