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 | 0,53% | 1,81 CHF | 1,82 CHF | 108 000 | 108 000 | 107 011 | 107 011 | 200 012 CHF | 201 083 CHF | 99,28% | 99,28% |
19/11/2024 | 0,54% | 1,88 CHF | 1,89 CHF | 108 000 | 108 000 | 107 275 | 107 275 | 199 491 CHF | 200 564 CHF | 99,98% | 99,98% |
18/11/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 104 000 | 104 000 | 104 488 | 104 488 | 200 149 CHF | 201 194 CHF | 99,89% | 99,89% |
15/11/2024 | 0,54% | 1,84 CHF | 1,85 CHF | 108 000 | 108 000 | 107 555 | 107 555 | 199 759 CHF | 200 835 CHF | 100,00% | 100,00% |
14/11/2024 | 0,54% | 1,86 CHF | 1,87 CHF | 108 000 | 108 000 | 107 548 | 107 548 | 197 452 CHF | 198 527 CHF | 98,63% | 98,63% |
13/11/2024 | 0,55% | 1,80 CHF | 1,81 CHF | 108 000 | 108 000 | 107 569 | 107 569 | 196 073 CHF | 197 149 CHF | 99,98% | 99,98% |
12/11/2024 | 0,53% | 1,80 CHF | 1,81 CHF | 108 000 | 108 000 | 107 551 | 107 551 | 200 718 CHF | 201 794 CHF | 99,13% | 99,13% |
11/11/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 104 000 | 104 000 | 106 442 | 106 442 | 202 526 CHF | 203 590 CHF | 100,00% | 100,00% |
08/11/2024 | 0,53% | 1,86 CHF | 1,87 CHF | 108 000 | 108 000 | 107 550 | 107 550 | 201 093 CHF | 202 169 CHF | 99,04% | 99,04% |
07/11/2024 | 0,52% | 1,91 CHF | 1,92 CHF | 104 000 | 104 000 | 103 571 | 103 571 | 200 471 CHF | 201 506 CHF | 100,00% | 100,00% |