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% | 2,63 CHF | 2,64 CHF | 160 000 | 160 000 | 159 678 | 159 678 | 425 041 CHF | 426 638 CHF | 99,47% | 99,47% |
19/11/2024 | 0,38% | 2,61 CHF | 2,62 CHF | 164 000 | 164 000 | 162 720 | 162 720 | 424 313 CHF | 425 940 CHF | 99,41% | 99,41% |
18/11/2024 | 0,37% | 2,70 CHF | 2,71 CHF | 160 000 | 160 000 | 159 340 | 159 340 | 428 346 CHF | 429 939 CHF | 99,89% | 99,89% |
15/11/2024 | 0,37% | 2,67 CHF | 2,68 CHF | 160 000 | 160 000 | 159 340 | 159 340 | 425 533 CHF | 427 127 CHF | 100,00% | 100,00% |
14/11/2024 | 0,38% | 2,66 CHF | 2,67 CHF | 160 000 | 160 000 | 161 294 | 161 294 | 422 859 CHF | 424 472 CHF | 98,63% | 98,63% |
13/11/2024 | 0,38% | 2,54 CHF | 2,55 CHF | 164 000 | 164 000 | 162 907 | 162 907 | 423 069 CHF | 424 698 CHF | 100,00% | 100,00% |
12/11/2024 | 0,38% | 2,60 CHF | 2,61 CHF | 164 000 | 164 000 | 159 819 | 159 819 | 424 588 CHF | 426 186 CHF | 99,88% | 99,88% |
11/11/2024 | 0,38% | 2,70 CHF | 2,71 CHF | 160 000 | 160 000 | 159 796 | 159 796 | 423 278 CHF | 424 876 CHF | 100,00% | 100,00% |
08/11/2024 | 0,39% | 2,55 CHF | 2,56 CHF | 164 000 | 164 000 | 162 819 | 162 819 | 419 850 CHF | 421 478 CHF | 98,50% | 98,50% |
07/11/2024 | 0,37% | 2,69 CHF | 2,70 CHF | 160 000 | 160 000 | 156 112 | 156 112 | 425 358 CHF | 426 920 CHF | 100,00% | 100,00% |