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% | 2,01 CHF | 2,02 CHF | 108 000 | 108 000 | 107 012 | 107 012 | 221 236 CHF | 222 306 CHF | 99,28% | 99,28% |
19/11/2024 | 0,48% | 2,08 CHF | 2,09 CHF | 108 000 | 108 000 | 107 275 | 107 275 | 221 001 CHF | 222 074 CHF | 99,99% | 99,99% |
18/11/2024 | 0,47% | 2,14 CHF | 2,15 CHF | 104 000 | 104 000 | 104 488 | 104 488 | 221 161 CHF | 222 206 CHF | 99,89% | 99,89% |
15/11/2024 | 0,49% | 2,04 CHF | 2,05 CHF | 108 000 | 108 000 | 107 555 | 107 555 | 221 198 CHF | 222 274 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 2,06 CHF | 2,07 CHF | 108 000 | 108 000 | 107 548 | 107 548 | 218 855 CHF | 219 930 CHF | 98,52% | 98,52% |
13/11/2024 | 0,49% | 2,00 CHF | 2,01 CHF | 108 000 | 108 000 | 107 569 | 107 569 | 217 465 CHF | 218 541 CHF | 99,98% | 99,98% |
12/11/2024 | 0,48% | 2,00 CHF | 2,01 CHF | 108 000 | 108 000 | 107 551 | 107 551 | 222 332 CHF | 223 407 CHF | 99,13% | 99,13% |
11/11/2024 | 0,47% | 2,12 CHF | 2,13 CHF | 104 000 | 104 000 | 106 443 | 106 443 | 223 761 CHF | 224 826 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 2,05 CHF | 2,06 CHF | 108 000 | 108 000 | 107 550 | 107 550 | 222 558 CHF | 223 634 CHF | 99,04% | 99,04% |
07/11/2024 | 0,47% | 2,11 CHF | 2,12 CHF | 104 000 | 104 000 | 103 571 | 103 571 | 221 215 CHF | 222 251 CHF | 100,00% | 100,00% |