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% | 2,55 CHF | 2,56 CHF | 160 000 | 160 000 | 159 679 | 159 679 | 412 148 CHF | 413 745 CHF | 99,43% | 99,43% |
19/11/2024 | 0,39% | 2,53 CHF | 2,54 CHF | 164 000 | 164 000 | 162 720 | 162 720 | 411 198 CHF | 412 825 CHF | 99,41% | 99,41% |
18/11/2024 | 0,38% | 2,62 CHF | 2,63 CHF | 160 000 | 160 000 | 159 340 | 159 340 | 415 447 CHF | 417 040 CHF | 99,88% | 99,88% |
15/11/2024 | 0,39% | 2,59 CHF | 2,60 CHF | 160 000 | 160 000 | 159 340 | 159 340 | 412 961 CHF | 414 554 CHF | 100,00% | 100,00% |
14/11/2024 | 0,39% | 2,58 CHF | 2,59 CHF | 160 000 | 160 000 | 161 294 | 161 294 | 410 210 CHF | 411 823 CHF | 98,60% | 98,60% |
13/11/2024 | 0,40% | 2,46 CHF | 2,47 CHF | 164 000 | 164 000 | 162 909 | 162 909 | 410 290 CHF | 411 919 CHF | 100,00% | 100,00% |
12/11/2024 | 0,39% | 2,52 CHF | 2,53 CHF | 164 000 | 164 000 | 159 820 | 159 820 | 411 661 CHF | 413 259 CHF | 99,89% | 99,89% |
11/11/2024 | 0,39% | 2,62 CHF | 2,63 CHF | 160 000 | 160 000 | 159 795 | 159 795 | 410 332 CHF | 411 930 CHF | 100,00% | 100,00% |
08/11/2024 | 0,40% | 2,47 CHF | 2,48 CHF | 164 000 | 164 000 | 162 819 | 162 819 | 406 633 CHF | 408 261 CHF | 98,51% | 98,51% |
07/11/2024 | 0,38% | 2,61 CHF | 2,62 CHF | 160 000 | 160 000 | 156 113 | 156 113 | 412 617 CHF | 414 178 CHF | 100,00% | 100,00% |