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 | 0,51% | 1,90 CHF | 1,91 CHF | 108 000 | 108 000 | 107 013 | 107 013 | 209 488 CHF | 210 558 CHF | 99,43% | 99,43% |
19/11/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 108 000 | 108 000 | 107 275 | 107 275 | 209 000 CHF | 210 072 CHF | 100,00% | 100,00% |
18/11/2024 | 0,50% | 2,02 CHF | 2,03 CHF | 104 000 | 104 000 | 104 489 | 104 489 | 209 447 CHF | 210 492 CHF | 99,88% | 99,88% |
15/11/2024 | 0,51% | 1,93 CHF | 1,94 CHF | 108 000 | 108 000 | 107 555 | 107 555 | 209 336 CHF | 210 412 CHF | 100,00% | 100,00% |
14/11/2024 | 0,52% | 1,95 CHF | 1,96 CHF | 108 000 | 108 000 | 107 548 | 107 548 | 207 023 CHF | 208 098 CHF | 98,53% | 98,53% |
13/11/2024 | 0,52% | 1,89 CHF | 1,90 CHF | 108 000 | 108 000 | 107 569 | 107 569 | 205 618 CHF | 206 694 CHF | 100,00% | 100,00% |
12/11/2024 | 0,51% | 1,89 CHF | 1,90 CHF | 108 000 | 108 000 | 107 552 | 107 552 | 210 272 CHF | 211 347 CHF | 99,36% | 99,36% |
11/11/2024 | 0,50% | 2,00 CHF | 2,01 CHF | 104 000 | 104 000 | 106 444 | 106 444 | 211 794 CHF | 212 859 CHF | 100,00% | 100,00% |
08/11/2024 | 0,51% | 1,94 CHF | 1,95 CHF | 108 000 | 108 000 | 107 550 | 107 550 | 210 683 CHF | 211 758 CHF | 99,05% | 99,05% |
07/11/2024 | 0,49% | 2,00 CHF | 2,01 CHF | 104 000 | 104 000 | 103 571 | 103 571 | 209 747 CHF | 210 783 CHF | 100,00% | 100,00% |