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 | 0,45% | 2,14 CHF | 2,15 CHF | 108 000 | 108 000 | 107 012 | 107 012 | 235 222 CHF | 236 293 CHF | 99,43% | 99,43% |
19/11/2024 | 0,46% | 2,21 CHF | 2,22 CHF | 108 000 | 108 000 | 107 275 | 107 275 | 234 778 CHF | 235 850 CHF | 100,00% | 100,00% |
18/11/2024 | 0,44% | 2,26 CHF | 2,27 CHF | 104 000 | 104 000 | 104 489 | 104 489 | 234 620 CHF | 235 665 CHF | 99,88% | 99,88% |
15/11/2024 | 0,46% | 2,17 CHF | 2,18 CHF | 108 000 | 108 000 | 107 555 | 107 555 | 235 337 CHF | 236 412 CHF | 100,00% | 100,00% |
14/11/2024 | 0,46% | 2,19 CHF | 2,20 CHF | 108 000 | 108 000 | 107 548 | 107 548 | 232 969 CHF | 234 045 CHF | 98,59% | 98,59% |
13/11/2024 | 0,46% | 2,13 CHF | 2,14 CHF | 108 000 | 108 000 | 107 569 | 107 569 | 231 594 CHF | 232 670 CHF | 100,00% | 100,00% |
12/11/2024 | 0,45% | 2,13 CHF | 2,14 CHF | 108 000 | 108 000 | 107 553 | 107 553 | 236 207 CHF | 237 282 CHF | 99,36% | 99,36% |
11/11/2024 | 0,45% | 2,25 CHF | 2,26 CHF | 104 000 | 104 000 | 106 443 | 106 443 | 237 502 CHF | 238 566 CHF | 100,00% | 100,00% |
08/11/2024 | 0,45% | 2,19 CHF | 2,20 CHF | 108 000 | 108 000 | 107 550 | 107 550 | 236 691 CHF | 237 767 CHF | 99,05% | 99,05% |
07/11/2024 | 0,44% | 2,24 CHF | 2,25 CHF | 104 000 | 104 000 | 103 571 | 103 571 | 234 897 CHF | 235 932 CHF | 100,00% | 100,00% |