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 | 0,47% | 2,06 CHF | 2,07 CHF | 108 000 | 108 000 | 107 012 | 107 012 | 227 232 CHF | 228 303 CHF | 99,29% | 99,29% |
19/11/2024 | 0,47% | 2,13 CHF | 2,14 CHF | 108 000 | 108 000 | 107 275 | 107 275 | 226 755 CHF | 227 828 CHF | 100,00% | 100,00% |
18/11/2024 | 0,46% | 2,19 CHF | 2,20 CHF | 104 000 | 104 000 | 104 488 | 104 488 | 226 807 CHF | 227 852 CHF | 99,89% | 99,89% |
15/11/2024 | 0,47% | 2,10 CHF | 2,11 CHF | 108 000 | 108 000 | 107 555 | 107 555 | 226 997 CHF | 228 072 CHF | 100,00% | 100,00% |
14/11/2024 | 0,48% | 2,11 CHF | 2,12 CHF | 108 000 | 108 000 | 107 548 | 107 548 | 224 683 CHF | 225 758 CHF | 98,66% | 98,66% |
13/11/2024 | 0,48% | 2,05 CHF | 2,06 CHF | 108 000 | 108 000 | 107 569 | 107 569 | 223 525 CHF | 224 601 CHF | 99,97% | 99,97% |
12/11/2024 | 0,47% | 2,06 CHF | 2,07 CHF | 108 000 | 108 000 | 107 552 | 107 552 | 228 154 CHF | 229 229 CHF | 99,13% | 99,13% |
11/11/2024 | 0,46% | 2,17 CHF | 2,18 CHF | 104 000 | 104 000 | 106 444 | 106 444 | 229 456 CHF | 230 521 CHF | 100,00% | 100,00% |
08/11/2024 | 0,47% | 2,11 CHF | 2,12 CHF | 108 000 | 108 000 | 107 550 | 107 550 | 228 329 CHF | 229 405 CHF | 99,04% | 99,04% |
07/11/2024 | 0,46% | 2,17 CHF | 2,18 CHF | 104 000 | 104 000 | 103 571 | 103 571 | 226 848 CHF | 227 884 CHF | 100,00% | 100,00% |