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 | 0,46% | 2,15 CHF | 2,16 CHF | 157 000 | 157 000 | 154 842 | 154 842 | 337 280 CHF | 338 829 CHF | 100,00% | 100,00% |
19/11/2024 | 0,46% | 2,19 CHF | 2,20 CHF | 154 000 | 154 000 | 155 385 | 155 385 | 336 742 CHF | 338 296 CHF | 100,00% | 100,00% |
18/11/2024 | 0,45% | 2,21 CHF | 2,22 CHF | 154 000 | 154 000 | 152 953 | 152 953 | 341 535 CHF | 343 065 CHF | 100,00% | 100,00% |
15/11/2024 | 0,44% | 2,28 CHF | 2,29 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 343 544 CHF | 345 044 CHF | 100,00% | 100,00% |
14/11/2024 | 0,45% | 2,29 CHF | 2,30 CHF | 150 000 | 150 000 | 152 131 | 152 131 | 340 290 CHF | 341 812 CHF | 100,00% | 100,00% |
13/11/2024 | 0,45% | 2,20 CHF | 2,21 CHF | 154 000 | 154 000 | 153 938 | 153 938 | 340 388 CHF | 341 928 CHF | 100,00% | 100,00% |
12/11/2024 | 0,44% | 2,20 CHF | 2,21 CHF | 154 000 | 154 000 | 151 076 | 151 076 | 338 914 CHF | 340 425 CHF | 100,00% | 100,00% |
11/11/2024 | 0,42% | 2,33 CHF | 2,34 CHF | 147 000 | 147 000 | 146 540 | 146 540 | 348 237 CHF | 349 702 CHF | 100,00% | 100,00% |
08/11/2024 | 0,42% | 2,35 CHF | 2,36 CHF | 147 000 | 147 000 | 146 231 | 146 231 | 348 858 CHF | 350 321 CHF | 99,18% | 99,18% |
07/11/2024 | 0,39% | 2,53 CHF | 2,54 CHF | 140 000 | 140 000 | 138 631 | 138 631 | 355 400 CHF | 356 786 CHF | 100,00% | 100,00% |