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 | 0,47% | 2,16 CHF | 2,17 CHF | 110 000 | 110 000 | 107 596 | 107 596 | 229 138 CHF | 230 214 CHF | 99,47% | 99,47% |
19/11/2024 | 0,49% | 2,06 CHF | 2,07 CHF | 106 000 | 106 000 | 104 329 | 104 329 | 212 621 CHF | 213 664 CHF | 100,00% | 100,00% |
18/11/2024 | 0,51% | 1,99 CHF | 2,00 CHF | 102 000 | 102 000 | 101 503 | 101 503 | 200 293 CHF | 201 308 CHF | 100,00% | 100,00% |
15/11/2024 | 0,51% | 1,96 CHF | 1,97 CHF | 102 000 | 102 000 | 101 237 | 101 237 | 198 816 CHF | 199 828 CHF | 100,00% | 100,00% |
14/11/2024 | 0,50% | 1,97 CHF | 1,98 CHF | 102 000 | 102 000 | 101 977 | 101 977 | 202 840 CHF | 203 860 CHF | 99,39% | 99,39% |
13/11/2024 | 0,50% | 2,01 CHF | 2,02 CHF | 104 000 | 104 000 | 102 067 | 102 067 | 202 676 CHF | 203 697 CHF | 100,00% | 100,00% |
12/11/2024 | 0,54% | 1,95 CHF | 1,96 CHF | 102 000 | 102 000 | 97 893 | 97 893 | 185 881 CHF | 186 862 CHF | 100,00% | 100,00% |
11/11/2024 | 0,52% | 1,90 CHF | 1,91 CHF | 100 000 | 100 000 | 99 372 | 99 372 | 190 157 CHF | 191 151 CHF | 99,24% | 99,24% |
08/11/2024 | 0,52% | 1,90 CHF | 1,91 CHF | 100 000 | 100 000 | 99 273 | 99 273 | 189 955 CHF | 190 947 CHF | 100,00% | 100,00% |
07/11/2024 | 0,53% | 1,85 CHF | 1,86 CHF | 96 000 | 96 000 | 97 353 | 97 353 | 183 454 CHF | 184 428 CHF | 99,40% | 99,40% |