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% | 2,21 CHF | 2,22 CHF | 115 000 | 115 000 | 110 509 | 110 509 | 247 226 CHF | 248 331 CHF | 99,44% | 99,44% |
19/11/2024 | 0,45% | 2,20 CHF | 2,21 CHF | 115 000 | 115 000 | 113 804 | 113 804 | 251 199 CHF | 252 337 CHF | 100,00% | 100,00% |
18/11/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 247 268 CHF | 248 363 CHF | 99,88% | 99,88% |
15/11/2024 | 0,44% | 2,26 CHF | 2,27 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 247 308 CHF | 248 403 CHF | 100,00% | 100,00% |
14/11/2024 | 0,45% | 2,25 CHF | 2,26 CHF | 110 000 | 110 000 | 111 613 | 111 613 | 248 153 CHF | 249 269 CHF | 98,61% | 98,61% |
13/11/2024 | 0,45% | 2,20 CHF | 2,21 CHF | 115 000 | 115 000 | 110 580 | 110 580 | 247 896 CHF | 249 002 CHF | 100,00% | 100,00% |
12/11/2024 | 0,45% | 2,18 CHF | 2,19 CHF | 115 000 | 115 000 | 110 417 | 110 417 | 247 065 CHF | 248 169 CHF | 99,88% | 99,88% |
11/11/2024 | 0,43% | 2,31 CHF | 2,32 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 254 221 CHF | 255 317 CHF | 100,00% | 100,00% |
08/11/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 110 000 | 110 000 | 109 542 | 109 542 | 250 389 CHF | 251 484 CHF | 99,05% | 99,05% |
07/11/2024 | 0,43% | 2,33 CHF | 2,34 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 255 746 CHF | 256 841 CHF | 100,00% | 100,00% |