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% | 2,04 CHF | 2,05 CHF | 108 000 | 108 000 | 107 013 | 107 013 | 224 226 CHF | 225 296 CHF | 99,43% | 99,43% |
19/11/2024 | 0,48% | 2,11 CHF | 2,12 CHF | 108 000 | 108 000 | 107 275 | 107 275 | 223 759 CHF | 224 832 CHF | 100,00% | 100,00% |
18/11/2024 | 0,47% | 2,16 CHF | 2,17 CHF | 104 000 | 104 000 | 104 489 | 104 489 | 223 894 CHF | 224 939 CHF | 99,88% | 99,88% |
15/11/2024 | 0,48% | 2,07 CHF | 2,08 CHF | 108 000 | 108 000 | 107 555 | 107 555 | 224 194 CHF | 225 270 CHF | 100,00% | 100,00% |
14/11/2024 | 0,48% | 2,09 CHF | 2,10 CHF | 108 000 | 108 000 | 107 547 | 107 547 | 221 884 CHF | 222 960 CHF | 98,54% | 98,54% |
13/11/2024 | 0,49% | 2,02 CHF | 2,03 CHF | 108 000 | 108 000 | 107 569 | 107 569 | 220 482 CHF | 221 558 CHF | 100,00% | 100,00% |
12/11/2024 | 0,48% | 2,03 CHF | 2,04 CHF | 108 000 | 108 000 | 107 552 | 107 552 | 225 095 CHF | 226 170 CHF | 99,34% | 99,34% |
11/11/2024 | 0,47% | 2,14 CHF | 2,15 CHF | 104 000 | 104 000 | 106 443 | 106 443 | 226 485 CHF | 227 549 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 2,08 CHF | 2,09 CHF | 108 000 | 108 000 | 107 550 | 107 550 | 225 535 CHF | 226 611 CHF | 99,05% | 99,05% |
07/11/2024 | 0,46% | 2,14 CHF | 2,15 CHF | 104 000 | 104 000 | 103 571 | 103 571 | 224 161 CHF | 225 196 CHF | 100,00% | 100,00% |