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 | 0,96% | 1,99 CHF | 2,01 CHF | 70 000 | 70 000 | 69 966 | 69 966 | 144 690 CHF | 146 090 CHF | 100,00% | 100,00% |
19/11/2024 | 1,03% | 1,99 CHF | 2,01 CHF | 70 000 | 70 000 | 69 969 | 69 969 | 135 562 CHF | 136 962 CHF | 99,84% | 99,84% |
18/11/2024 | 1,00% | 1,96 CHF | 1,98 CHF | 70 000 | 70 000 | 69 983 | 69 983 | 139 384 CHF | 140 784 CHF | 99,88% | 99,88% |
15/11/2024 | 0,97% | 2,03 CHF | 2,05 CHF | 70 000 | 70 000 | 69 948 | 69 948 | 144 171 CHF | 145 571 CHF | 99,99% | 99,99% |
14/11/2024 | 0,99% | 2,00 CHF | 2,02 CHF | 70 000 | 70 000 | 69 983 | 69 983 | 140 812 CHF | 142 212 CHF | 100,00% | 100,00% |
13/11/2024 | 1,00% | 2,08 CHF | 2,10 CHF | 70 000 | 70 000 | 69 971 | 69 971 | 139 239 CHF | 140 638 CHF | 100,00% | 100,00% |
12/11/2024 | 0,97% | 2,00 CHF | 2,02 CHF | 70 000 | 70 000 | 69 969 | 69 969 | 143 200 CHF | 144 600 CHF | 99,85% | 99,85% |
11/11/2024 | 0,91% | 2,14 CHF | 2,16 CHF | 70 000 | 70 000 | 69 966 | 69 966 | 152 815 CHF | 154 215 CHF | 100,00% | 100,00% |
08/11/2024 | 0,96% | 2,08 CHF | 2,10 CHF | 70 000 | 70 000 | 69 963 | 69 963 | 145 805 CHF | 147 205 CHF | 98,58% | 98,58% |
07/11/2024 | 0,97% | 2,01 CHF | 2,03 CHF | 70 000 | 70 000 | 69 961 | 69 961 | 143 311 CHF | 144 711 CHF | 99,95% | 99,95% |