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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,48% | 2,14 CHF | 2,15 CHF | 210 000 | 210 000 | 95 531 | 95 531 | 205 819 CHF | 206 780 CHF | 96,35% | 96,35% |
20/11/2024 | 0,47% | 2,13 CHF | 2,14 CHF | 210 000 | 210 000 | 97 526 | 97 526 | 208 968 CHF | 209 945 CHF | 99,90% | 99,90% |
19/11/2024 | 0,62% | 2,10 CHF | 2,11 CHF | 210 000 | 210 000 | 88 456 | 88 456 | 183 097 CHF | 184 133 CHF | 100,00% | 100,00% |
18/11/2024 | 0,49% | 2,13 CHF | 2,14 CHF | 210 000 | 210 000 | 98 011 | 98 011 | 205 133 CHF | 206 115 CHF | 99,90% | 99,90% |
15/11/2024 | 0,46% | 2,17 CHF | 2,18 CHF | 200 000 | 200 000 | 86 116 | 86 116 | 191 985 CHF | 192 850 CHF | 96,86% | 96,86% |
14/11/2024 | 0,72% | 2,32 CHF | 2,35 CHF | 100 000 | 100 000 | 63 329 | 63 329 | 147 041 CHF | 148 208 CHF | 98,76% | 98,76% |
13/11/2024 | 0,44% | 2,31 CHF | 2,32 CHF | 200 000 | 200 000 | 88 136 | 88 136 | 205 207 CHF | 206 093 CHF | 100,00% | 100,00% |
12/11/2024 | 0,44% | 2,36 CHF | 2,37 CHF | 200 000 | 200 000 | 88 318 | 88 318 | 208 730 CHF | 209 616 CHF | 97,80% | 97,80% |
11/11/2024 | 0,43% | 2,31 CHF | 2,32 CHF | 200 000 | 200 000 | 88 490 | 88 490 | 207 530 CHF | 208 418 CHF | 99,50% | 99,50% |
08/11/2024 | 0,44% | 2,35 CHF | 2,36 CHF | 200 000 | 200 000 | 86 568 | 86 568 | 205 007 CHF | 205 879 CHF | 97,12% | 97,12% |