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 | 0,42% | 2,32 CHF | 2,33 CHF | 160 000 | 160 000 | 159 678 | 159 678 | 376 357 CHF | 377 954 CHF | 99,43% | 99,43% |
19/11/2024 | 0,43% | 2,31 CHF | 2,32 CHF | 164 000 | 164 000 | 162 720 | 162 720 | 375 169 CHF | 376 796 CHF | 99,41% | 99,41% |
18/11/2024 | 0,42% | 2,39 CHF | 2,40 CHF | 160 000 | 160 000 | 159 340 | 159 340 | 379 987 CHF | 381 581 CHF | 99,88% | 99,88% |
15/11/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 160 000 | 160 000 | 159 340 | 159 340 | 377 058 CHF | 378 651 CHF | 100,00% | 100,00% |
14/11/2024 | 0,43% | 2,35 CHF | 2,36 CHF | 160 000 | 160 000 | 161 295 | 161 295 | 373 973 CHF | 375 586 CHF | 98,55% | 98,55% |
13/11/2024 | 0,44% | 2,23 CHF | 2,24 CHF | 164 000 | 164 000 | 162 909 | 162 909 | 373 541 CHF | 375 170 CHF | 100,00% | 100,00% |
12/11/2024 | 0,42% | 2,30 CHF | 2,31 CHF | 164 000 | 164 000 | 159 820 | 159 820 | 375 753 CHF | 377 351 CHF | 99,89% | 99,89% |
11/11/2024 | 0,43% | 2,40 CHF | 2,41 CHF | 160 000 | 160 000 | 159 797 | 159 797 | 374 789 CHF | 376 387 CHF | 100,00% | 100,00% |
08/11/2024 | 0,44% | 2,25 CHF | 2,26 CHF | 164 000 | 164 000 | 162 819 | 162 819 | 370 230 CHF | 371 859 CHF | 98,51% | 98,51% |
07/11/2024 | 0,41% | 2,39 CHF | 2,40 CHF | 160 000 | 160 000 | 156 111 | 156 111 | 377 674 CHF | 379 235 CHF | 100,00% | 100,00% |