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 | 0,72% | 2,10 CHF | 2,11 CHF | 160 000 | 160 000 | 85 146 | 85 146 | 183 818 CHF | 184 991 CHF | 99,89% | 99,89% |
19/11/2024 | 0,68% | 2,23 CHF | 2,24 CHF | 150 000 | 150 000 | 87 397 | 87 397 | 188 811 CHF | 189 981 CHF | 100,00% | 100,00% |
18/11/2024 | 0,49% | 2,20 CHF | 2,21 CHF | 150 000 | 150 000 | 89 487 | 89 487 | 188 072 CHF | 188 969 CHF | 99,89% | 99,89% |
15/11/2024 | 0,72% | 2,04 CHF | 2,05 CHF | 160 000 | 160 000 | 90 868 | 90 868 | 189 517 CHF | 190 764 CHF | 99,90% | 99,90% |
14/11/2024 | 0,50% | 2,13 CHF | 2,14 CHF | 160 000 | 160 000 | 89 868 | 89 868 | 185 724 CHF | 186 626 CHF | 99,35% | 99,35% |
13/11/2024 | 0,52% | 2,01 CHF | 2,02 CHF | 160 000 | 160 000 | 90 131 | 90 131 | 178 968 CHF | 179 873 CHF | 100,00% | 100,00% |
12/11/2024 | 0,52% | 2,05 CHF | 2,06 CHF | 160 000 | 160 000 | 90 147 | 90 147 | 180 227 CHF | 181 132 CHF | 99,88% | 99,88% |
11/11/2024 | 0,50% | 1,95 CHF | 1,96 CHF | 160 000 | 160 000 | 90 261 | 90 261 | 184 692 CHF | 185 598 CHF | 99,65% | 99,65% |
08/11/2024 | 0,48% | 2,10 CHF | 2,11 CHF | 160 000 | 160 000 | 89 703 | 89 703 | 191 367 CHF | 192 267 CHF | 98,58% | 98,58% |
07/11/2024 | 0,52% | 2,07 CHF | 2,08 CHF | 160 000 | 160 000 | 90 125 | 90 125 | 179 550 CHF | 180 454 CHF | 100,00% | 100,00% |