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 | 0,40% | 2,43 CHF | 2,44 CHF | 160 000 | 160 000 | 159 679 | 159 679 | 393 876 CHF | 395 473 CHF | 99,44% | 99,44% |
19/11/2024 | 0,41% | 2,42 CHF | 2,43 CHF | 164 000 | 164 000 | 162 721 | 162 721 | 392 693 CHF | 394 320 CHF | 99,41% | 99,41% |
18/11/2024 | 0,40% | 2,50 CHF | 2,51 CHF | 160 000 | 160 000 | 159 340 | 159 340 | 397 188 CHF | 398 782 CHF | 99,88% | 99,88% |
15/11/2024 | 0,40% | 2,47 CHF | 2,48 CHF | 160 000 | 160 000 | 159 340 | 159 340 | 394 255 CHF | 395 849 CHF | 100,00% | 100,00% |
14/11/2024 | 0,41% | 2,46 CHF | 2,47 CHF | 160 000 | 160 000 | 161 294 | 161 294 | 391 349 CHF | 392 962 CHF | 98,61% | 98,61% |
13/11/2024 | 0,42% | 2,34 CHF | 2,35 CHF | 164 000 | 164 000 | 162 910 | 162 910 | 391 482 CHF | 393 111 CHF | 100,00% | 100,00% |
12/11/2024 | 0,41% | 2,41 CHF | 2,42 CHF | 164 000 | 164 000 | 159 820 | 159 820 | 393 338 CHF | 394 937 CHF | 99,90% | 99,90% |
11/11/2024 | 0,41% | 2,51 CHF | 2,52 CHF | 160 000 | 160 000 | 159 796 | 159 796 | 392 049 CHF | 393 647 CHF | 100,00% | 100,00% |
08/11/2024 | 0,42% | 2,36 CHF | 2,37 CHF | 164 000 | 164 000 | 162 819 | 162 819 | 387 836 CHF | 389 464 CHF | 98,51% | 98,51% |
07/11/2024 | 0,39% | 2,49 CHF | 2,50 CHF | 160 000 | 160 000 | 156 116 | 156 116 | 394 570 CHF | 396 131 CHF | 100,00% | 100,00% |