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% | 2,19 CHF | 2,20 CHF | 115 000 | 115 000 | 110 508 | 110 508 | 245 752 CHF | 246 858 CHF | 99,37% | 99,37% |
19/11/2024 | 0,45% | 2,19 CHF | 2,20 CHF | 115 000 | 115 000 | 113 800 | 113 800 | 249 690 CHF | 250 828 CHF | 99,69% | 99,69% |
18/11/2024 | 0,44% | 2,26 CHF | 2,27 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 245 803 CHF | 246 898 CHF | 99,85% | 99,85% |
15/11/2024 | 0,44% | 2,24 CHF | 2,25 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 245 812 CHF | 246 907 CHF | 100,00% | 100,00% |
14/11/2024 | 0,45% | 2,23 CHF | 2,24 CHF | 110 000 | 110 000 | 111 613 | 111 613 | 246 548 CHF | 247 664 CHF | 98,52% | 98,52% |
13/11/2024 | 0,45% | 2,19 CHF | 2,20 CHF | 115 000 | 115 000 | 110 594 | 110 594 | 246 473 CHF | 247 579 CHF | 99,28% | 99,28% |
12/11/2024 | 0,45% | 2,17 CHF | 2,18 CHF | 115 000 | 115 000 | 110 412 | 110 412 | 245 500 CHF | 246 604 CHF | 99,68% | 99,68% |
11/11/2024 | 0,43% | 2,30 CHF | 2,31 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 252 744 CHF | 253 840 CHF | 100,00% | 100,00% |
08/11/2024 | 0,44% | 2,26 CHF | 2,27 CHF | 110 000 | 110 000 | 109 542 | 109 542 | 248 870 CHF | 249 966 CHF | 99,03% | 99,03% |
07/11/2024 | 0,43% | 2,32 CHF | 2,33 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 254 194 CHF | 255 289 CHF | 99,85% | 99,85% |