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 | 0,72% | 2,08 CHF | 2,09 CHF | 132 000 | 132 000 | 58 464 | 58 464 | 124 295 CHF | 125 056 CHF | 99,38% | 99,38% |
19/11/2024 | 0,72% | 2,14 CHF | 2,15 CHF | 131 000 | 131 000 | 58 565 | 58 565 | 124 930 CHF | 125 690 CHF | 100,00% | 100,00% |
18/11/2024 | 0,72% | 2,15 CHF | 2,16 CHF | 130 000 | 130 000 | 58 133 | 58 133 | 125 028 CHF | 125 784 CHF | 99,75% | 99,75% |
15/11/2024 | 0,72% | 2,16 CHF | 2,17 CHF | 130 000 | 130 000 | 58 117 | 58 117 | 125 273 CHF | 126 029 CHF | 100,00% | 100,00% |
14/11/2024 | 0,72% | 2,15 CHF | 2,16 CHF | 130 000 | 130 000 | 58 194 | 58 194 | 126 083 CHF | 126 842 CHF | 98,47% | 98,47% |
13/11/2024 | 0,70% | 2,15 CHF | 2,16 CHF | 130 000 | 130 000 | 57 499 | 57 499 | 126 087 CHF | 126 834 CHF | 99,22% | 99,22% |
12/11/2024 | 0,70% | 2,23 CHF | 2,24 CHF | 128 000 | 128 000 | 57 704 | 57 704 | 128 229 CHF | 128 978 CHF | 99,88% | 99,88% |
11/11/2024 | 0,70% | 2,24 CHF | 2,25 CHF | 128 000 | 128 000 | 57 666 | 57 666 | 127 904 CHF | 128 656 CHF | 99,76% | 99,76% |
08/11/2024 | 0,73% | 2,17 CHF | 2,18 CHF | 130 000 | 130 000 | 59 197 | 59 197 | 126 237 CHF | 127 004 CHF | 99,04% | 99,04% |
07/11/2024 | 0,72% | 2,10 CHF | 2,11 CHF | 133 000 | 133 000 | 59 032 | 59 032 | 125 637 CHF | 126 402 CHF | 100,00% | 100,00% |