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 | 0,37% | 2,66 CHF | 2,67 CHF | 160 000 | 160 000 | 159 679 | 159 679 | 430 013 CHF | 431 610 CHF | 99,44% | 99,44% |
19/11/2024 | 0,38% | 2,65 CHF | 2,66 CHF | 164 000 | 164 000 | 162 721 | 162 721 | 429 452 CHF | 431 080 CHF | 99,41% | 99,41% |
18/11/2024 | 0,37% | 2,73 CHF | 2,74 CHF | 160 000 | 160 000 | 159 340 | 159 340 | 433 721 CHF | 435 315 CHF | 99,88% | 99,88% |
15/11/2024 | 0,37% | 2,70 CHF | 2,71 CHF | 160 000 | 160 000 | 159 340 | 159 340 | 430 881 CHF | 432 474 CHF | 100,00% | 100,00% |
14/11/2024 | 0,38% | 2,69 CHF | 2,70 CHF | 160 000 | 160 000 | 161 294 | 161 294 | 428 368 CHF | 429 981 CHF | 98,58% | 98,58% |
13/11/2024 | 0,38% | 2,57 CHF | 2,58 CHF | 164 000 | 164 000 | 162 907 | 162 907 | 428 506 CHF | 430 136 CHF | 100,00% | 100,00% |
12/11/2024 | 0,37% | 2,64 CHF | 2,65 CHF | 164 000 | 164 000 | 159 818 | 159 818 | 429 609 CHF | 431 207 CHF | 99,90% | 99,90% |
11/11/2024 | 0,37% | 2,73 CHF | 2,74 CHF | 160 000 | 160 000 | 159 795 | 159 795 | 428 333 CHF | 429 931 CHF | 100,00% | 100,00% |
08/11/2024 | 0,38% | 2,59 CHF | 2,60 CHF | 164 000 | 164 000 | 162 819 | 162 819 | 425 305 CHF | 426 933 CHF | 98,51% | 98,51% |
07/11/2024 | 0,36% | 2,72 CHF | 2,73 CHF | 160 000 | 160 000 | 156 114 | 156 114 | 430 659 CHF | 432 220 CHF | 100,00% | 100,00% |