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 | 0,49% | 2,00 CHF | 2,01 CHF | 115 000 | 115 000 | 110 508 | 110 508 | 224 873 CHF | 225 978 CHF | 99,43% | 99,43% |
19/11/2024 | 0,50% | 2,00 CHF | 2,01 CHF | 115 000 | 115 000 | 113 804 | 113 804 | 228 204 CHF | 229 342 CHF | 100,00% | 100,00% |
18/11/2024 | 0,49% | 2,07 CHF | 2,08 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 225 069 CHF | 226 164 CHF | 99,88% | 99,88% |
15/11/2024 | 0,49% | 2,06 CHF | 2,07 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 225 060 CHF | 226 156 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 2,04 CHF | 2,05 CHF | 110 000 | 110 000 | 111 613 | 111 613 | 225 437 CHF | 226 553 CHF | 98,58% | 98,58% |
13/11/2024 | 0,49% | 2,00 CHF | 2,01 CHF | 115 000 | 115 000 | 110 580 | 110 580 | 225 491 CHF | 226 597 CHF | 100,00% | 100,00% |
12/11/2024 | 0,49% | 1,98 CHF | 1,99 CHF | 115 000 | 115 000 | 110 417 | 110 417 | 224 623 CHF | 225 727 CHF | 99,90% | 99,90% |
11/11/2024 | 0,47% | 2,11 CHF | 2,12 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 232 014 CHF | 233 110 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 2,07 CHF | 2,08 CHF | 110 000 | 110 000 | 109 542 | 109 542 | 228 136 CHF | 229 232 CHF | 99,05% | 99,05% |
07/11/2024 | 0,47% | 2,13 CHF | 2,14 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 233 375 CHF | 234 471 CHF | 100,00% | 100,00% |