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 | 0,50% | 1,95 CHF | 1,96 CHF | 108 000 | 108 000 | 107 013 | 107 013 | 215 000 CHF | 216 071 CHF | 99,43% | 99,43% |
19/11/2024 | 0,50% | 2,02 CHF | 2,03 CHF | 108 000 | 108 000 | 107 275 | 107 275 | 214 505 CHF | 215 577 CHF | 100,00% | 100,00% |
18/11/2024 | 0,49% | 2,08 CHF | 2,09 CHF | 104 000 | 104 000 | 104 489 | 104 489 | 214 818 CHF | 215 863 CHF | 99,88% | 99,88% |
15/11/2024 | 0,50% | 1,98 CHF | 1,99 CHF | 108 000 | 108 000 | 107 555 | 107 555 | 214 901 CHF | 215 977 CHF | 100,00% | 100,00% |
14/11/2024 | 0,50% | 2,00 CHF | 2,01 CHF | 108 000 | 108 000 | 107 548 | 107 548 | 212 582 CHF | 213 657 CHF | 98,59% | 98,59% |
13/11/2024 | 0,51% | 1,94 CHF | 1,95 CHF | 108 000 | 108 000 | 107 569 | 107 569 | 211 187 CHF | 212 263 CHF | 100,00% | 100,00% |
12/11/2024 | 0,50% | 1,94 CHF | 1,95 CHF | 108 000 | 108 000 | 107 553 | 107 553 | 215 798 CHF | 216 873 CHF | 99,36% | 99,36% |
11/11/2024 | 0,49% | 2,06 CHF | 2,07 CHF | 104 000 | 104 000 | 106 443 | 106 443 | 217 286 CHF | 218 351 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 2,00 CHF | 2,01 CHF | 108 000 | 108 000 | 107 550 | 107 550 | 216 237 CHF | 217 313 CHF | 99,05% | 99,05% |
07/11/2024 | 0,48% | 2,05 CHF | 2,06 CHF | 104 000 | 104 000 | 103 571 | 103 571 | 215 107 CHF | 216 142 CHF | 100,00% | 100,00% |