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 | 0,43% | 2,28 CHF | 2,29 CHF | 160 000 | 160 000 | 159 679 | 159 679 | 368 739 CHF | 370 336 CHF | 99,48% | 99,48% |
19/11/2024 | 0,44% | 2,26 CHF | 2,27 CHF | 164 000 | 164 000 | 162 721 | 162 721 | 367 043 CHF | 368 670 CHF | 99,41% | 99,41% |
18/11/2024 | 0,43% | 2,34 CHF | 2,35 CHF | 160 000 | 160 000 | 159 340 | 159 340 | 372 010 CHF | 373 603 CHF | 99,89% | 99,89% |
15/11/2024 | 0,43% | 2,32 CHF | 2,33 CHF | 160 000 | 160 000 | 159 340 | 159 340 | 369 499 CHF | 371 093 CHF | 100,00% | 100,00% |
14/11/2024 | 0,44% | 2,30 CHF | 2,31 CHF | 160 000 | 160 000 | 161 294 | 161 294 | 366 206 CHF | 367 819 CHF | 98,67% | 98,67% |
13/11/2024 | 0,44% | 2,19 CHF | 2,20 CHF | 164 000 | 164 000 | 162 910 | 162 910 | 365 798 CHF | 367 427 CHF | 100,00% | 100,00% |
12/11/2024 | 0,43% | 2,25 CHF | 2,26 CHF | 164 000 | 164 000 | 159 820 | 159 820 | 368 088 CHF | 369 687 CHF | 99,88% | 99,88% |
11/11/2024 | 0,43% | 2,35 CHF | 2,36 CHF | 160 000 | 160 000 | 159 796 | 159 796 | 366 777 CHF | 368 375 CHF | 100,00% | 100,00% |
08/11/2024 | 0,45% | 2,20 CHF | 2,21 CHF | 164 000 | 164 000 | 162 819 | 162 819 | 362 480 CHF | 364 108 CHF | 98,51% | 98,51% |
07/11/2024 | 0,42% | 2,34 CHF | 2,35 CHF | 160 000 | 160 000 | 156 115 | 156 115 | 370 170 CHF | 371 731 CHF | 100,00% | 100,00% |