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 | 0,71% | 2,14 CHF | 2,15 CHF | 132 000 | 132 000 | 58 460 | 58 460 | 127 587 CHF | 128 347 CHF | 99,34% | 99,34% |
19/11/2024 | 0,70% | 2,19 CHF | 2,20 CHF | 131 000 | 131 000 | 58 579 | 58 579 | 128 205 CHF | 128 965 CHF | 100,00% | 100,00% |
18/11/2024 | 0,70% | 2,21 CHF | 2,22 CHF | 130 000 | 130 000 | 58 173 | 58 173 | 128 450 CHF | 129 207 CHF | 99,78% | 99,78% |
15/11/2024 | 0,70% | 2,22 CHF | 2,23 CHF | 130 000 | 130 000 | 58 102 | 58 102 | 128 445 CHF | 129 200 CHF | 100,00% | 100,00% |
14/11/2024 | 0,70% | 2,21 CHF | 2,22 CHF | 130 000 | 130 000 | 58 303 | 58 303 | 129 646 CHF | 130 406 CHF | 98,56% | 98,56% |
13/11/2024 | 0,68% | 2,21 CHF | 2,22 CHF | 130 000 | 130 000 | 57 751 | 57 751 | 129 824 CHF | 130 572 CHF | 99,80% | 99,80% |
12/11/2024 | 0,68% | 2,28 CHF | 2,29 CHF | 128 000 | 128 000 | 57 703 | 57 703 | 131 408 CHF | 132 156 CHF | 99,88% | 99,88% |
11/11/2024 | 0,69% | 2,29 CHF | 2,30 CHF | 128 000 | 128 000 | 57 768 | 57 768 | 131 342 CHF | 132 094 CHF | 99,90% | 99,90% |
08/11/2024 | 0,71% | 2,23 CHF | 2,24 CHF | 130 000 | 130 000 | 59 199 | 59 199 | 129 499 CHF | 130 266 CHF | 99,05% | 99,05% |
07/11/2024 | 0,70% | 2,16 CHF | 2,17 CHF | 133 000 | 133 000 | 59 007 | 59 007 | 128 856 CHF | 129 621 CHF | 100,00% | 100,00% |