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 | 0,41% | 2,39 CHF | 2,40 CHF | 160 000 | 160 000 | 159 679 | 159 679 | 387 382 CHF | 388 979 CHF | 99,48% | 99,48% |
19/11/2024 | 0,42% | 2,38 CHF | 2,39 CHF | 164 000 | 164 000 | 162 720 | 162 720 | 386 082 CHF | 387 709 CHF | 99,41% | 99,41% |
18/11/2024 | 0,41% | 2,46 CHF | 2,47 CHF | 160 000 | 160 000 | 159 340 | 159 340 | 390 699 CHF | 392 293 CHF | 99,90% | 99,90% |
15/11/2024 | 0,41% | 2,44 CHF | 2,45 CHF | 160 000 | 160 000 | 159 340 | 159 340 | 388 108 CHF | 389 701 CHF | 100,00% | 100,00% |
14/11/2024 | 0,42% | 2,42 CHF | 2,43 CHF | 160 000 | 160 000 | 161 293 | 161 293 | 385 156 CHF | 386 769 CHF | 98,66% | 98,66% |
13/11/2024 | 0,42% | 2,30 CHF | 2,31 CHF | 164 000 | 164 000 | 162 908 | 162 908 | 384 816 CHF | 386 445 CHF | 100,00% | 100,00% |
12/11/2024 | 0,41% | 2,37 CHF | 2,38 CHF | 164 000 | 164 000 | 159 820 | 159 820 | 386 838 CHF | 388 436 CHF | 99,88% | 99,88% |
11/11/2024 | 0,41% | 2,46 CHF | 2,47 CHF | 160 000 | 160 000 | 159 796 | 159 796 | 385 528 CHF | 387 126 CHF | 100,00% | 100,00% |
08/11/2024 | 0,43% | 2,31 CHF | 2,32 CHF | 164 000 | 164 000 | 162 819 | 162 819 | 381 177 CHF | 382 805 CHF | 98,50% | 98,50% |
07/11/2024 | 0,40% | 2,46 CHF | 2,47 CHF | 160 000 | 160 000 | 156 110 | 156 110 | 388 562 CHF | 390 123 CHF | 100,00% | 100,00% |