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 | 0,47% | 2,09 CHF | 2,10 CHF | 115 000 | 115 000 | 110 508 | 110 508 | 233 839 CHF | 234 944 CHF | 99,20% | 99,20% |
19/11/2024 | 0,48% | 2,08 CHF | 2,09 CHF | 115 000 | 115 000 | 113 802 | 113 802 | 237 403 CHF | 238 541 CHF | 99,26% | 99,26% |
18/11/2024 | 0,47% | 2,15 CHF | 2,16 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 233 960 CHF | 235 056 CHF | 99,82% | 99,82% |
15/11/2024 | 0,47% | 2,14 CHF | 2,15 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 233 955 CHF | 235 050 CHF | 100,00% | 100,00% |
14/11/2024 | 0,47% | 2,13 CHF | 2,14 CHF | 110 000 | 110 000 | 111 612 | 111 612 | 234 549 CHF | 235 665 CHF | 98,43% | 98,43% |
13/11/2024 | 0,47% | 2,08 CHF | 2,09 CHF | 115 000 | 115 000 | 110 568 | 110 568 | 234 447 CHF | 235 552 CHF | 99,35% | 99,35% |
12/11/2024 | 0,47% | 2,06 CHF | 2,07 CHF | 115 000 | 115 000 | 110 417 | 110 417 | 233 628 CHF | 234 732 CHF | 99,87% | 99,87% |
11/11/2024 | 0,45% | 2,19 CHF | 2,20 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 240 906 CHF | 242 001 CHF | 100,00% | 100,00% |
08/11/2024 | 0,46% | 2,15 CHF | 2,16 CHF | 110 000 | 110 000 | 109 542 | 109 542 | 237 054 CHF | 238 150 CHF | 99,03% | 99,03% |
07/11/2024 | 0,45% | 2,21 CHF | 2,22 CHF | 110 000 | 110 000 | 109 544 | 109 544 | 242 335 CHF | 243 431 CHF | 99,41% | 99,41% |