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 | 0,52% | 1,86 CHF | 1,87 CHF | 108 000 | 108 000 | 107 013 | 107 013 | 205 745 CHF | 206 815 CHF | 99,28% | 99,28% |
19/11/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 108 000 | 108 000 | 107 275 | 107 275 | 205 231 CHF | 206 304 CHF | 100,00% | 100,00% |
18/11/2024 | 0,51% | 1,99 CHF | 2,00 CHF | 104 000 | 104 000 | 104 487 | 104 487 | 205 787 CHF | 206 832 CHF | 99,89% | 99,89% |
15/11/2024 | 0,52% | 1,90 CHF | 1,91 CHF | 108 000 | 108 000 | 107 555 | 107 555 | 205 557 CHF | 206 632 CHF | 100,00% | 100,00% |
14/11/2024 | 0,53% | 1,91 CHF | 1,92 CHF | 108 000 | 108 000 | 107 548 | 107 548 | 203 275 CHF | 204 350 CHF | 98,65% | 98,65% |
13/11/2024 | 0,53% | 1,85 CHF | 1,86 CHF | 108 000 | 108 000 | 107 569 | 107 569 | 201 866 CHF | 202 941 CHF | 99,99% | 99,99% |
12/11/2024 | 0,52% | 1,86 CHF | 1,87 CHF | 108 000 | 108 000 | 107 552 | 107 552 | 206 494 CHF | 207 569 CHF | 99,13% | 99,13% |
11/11/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 104 000 | 104 000 | 106 443 | 106 443 | 208 240 CHF | 209 304 CHF | 100,00% | 100,00% |
08/11/2024 | 0,52% | 1,91 CHF | 1,92 CHF | 108 000 | 108 000 | 107 550 | 107 550 | 206 853 CHF | 207 929 CHF | 99,04% | 99,04% |
07/11/2024 | 0,50% | 1,97 CHF | 1,98 CHF | 104 000 | 104 000 | 103 571 | 103 571 | 206 102 CHF | 207 137 CHF | 100,00% | 100,00% |