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 | 0,39% | 2,51 CHF | 2,52 CHF | 160 000 | 160 000 | 159 678 | 159 678 | 405 670 CHF | 407 267 CHF | 99,47% | 99,47% |
19/11/2024 | 0,40% | 2,50 CHF | 2,51 CHF | 164 000 | 164 000 | 162 721 | 162 721 | 404 997 CHF | 406 624 CHF | 99,41% | 99,41% |
18/11/2024 | 0,39% | 2,58 CHF | 2,59 CHF | 160 000 | 160 000 | 159 340 | 159 340 | 409 320 CHF | 410 913 CHF | 99,89% | 99,89% |
15/11/2024 | 0,39% | 2,55 CHF | 2,56 CHF | 160 000 | 160 000 | 159 340 | 159 340 | 406 472 CHF | 408 065 CHF | 100,00% | 100,00% |
14/11/2024 | 0,40% | 2,54 CHF | 2,55 CHF | 160 000 | 160 000 | 161 294 | 161 294 | 403 602 CHF | 405 214 CHF | 98,66% | 98,66% |
13/11/2024 | 0,40% | 2,42 CHF | 2,43 CHF | 164 000 | 164 000 | 162 910 | 162 910 | 403 630 CHF | 405 260 CHF | 100,00% | 100,00% |
12/11/2024 | 0,39% | 2,48 CHF | 2,49 CHF | 164 000 | 164 000 | 159 820 | 159 820 | 405 107 CHF | 406 705 CHF | 99,88% | 99,88% |
11/11/2024 | 0,39% | 2,58 CHF | 2,59 CHF | 160 000 | 160 000 | 159 796 | 159 796 | 403 805 CHF | 405 403 CHF | 100,00% | 100,00% |
08/11/2024 | 0,41% | 2,43 CHF | 2,44 CHF | 164 000 | 164 000 | 162 819 | 162 819 | 400 347 CHF | 401 975 CHF | 98,50% | 98,50% |
07/11/2024 | 0,38% | 2,57 CHF | 2,58 CHF | 160 000 | 160 000 | 156 114 | 156 114 | 406 590 CHF | 408 151 CHF | 100,00% | 100,00% |