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 | 0,46% | 2,09 CHF | 2,10 CHF | 108 000 | 108 000 | 107 012 | 107 012 | 229 734 CHF | 230 804 CHF | 99,44% | 99,44% |
19/11/2024 | 0,47% | 2,16 CHF | 2,17 CHF | 108 000 | 108 000 | 107 275 | 107 275 | 229 275 CHF | 230 348 CHF | 100,00% | 100,00% |
18/11/2024 | 0,45% | 2,21 CHF | 2,22 CHF | 104 000 | 104 000 | 104 489 | 104 489 | 229 264 CHF | 230 309 CHF | 99,88% | 99,88% |
15/11/2024 | 0,47% | 2,12 CHF | 2,13 CHF | 108 000 | 108 000 | 107 555 | 107 555 | 229 766 CHF | 230 841 CHF | 100,00% | 100,00% |
14/11/2024 | 0,47% | 2,14 CHF | 2,15 CHF | 108 000 | 108 000 | 107 548 | 107 548 | 227 417 CHF | 228 492 CHF | 98,51% | 98,51% |
13/11/2024 | 0,47% | 2,07 CHF | 2,08 CHF | 108 000 | 108 000 | 107 569 | 107 569 | 226 025 CHF | 227 100 CHF | 100,00% | 100,00% |
12/11/2024 | 0,47% | 2,08 CHF | 2,09 CHF | 108 000 | 108 000 | 107 552 | 107 552 | 230 645 CHF | 231 721 CHF | 99,35% | 99,35% |
11/11/2024 | 0,46% | 2,19 CHF | 2,20 CHF | 104 000 | 104 000 | 106 444 | 106 444 | 231 994 CHF | 233 058 CHF | 100,00% | 100,00% |
08/11/2024 | 0,46% | 2,13 CHF | 2,14 CHF | 108 000 | 108 000 | 107 550 | 107 550 | 231 145 CHF | 232 220 CHF | 99,05% | 99,05% |
07/11/2024 | 0,45% | 2,19 CHF | 2,20 CHF | 104 000 | 104 000 | 103 571 | 103 571 | 229 512 CHF | 230 548 CHF | 100,00% | 100,00% |