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 | 0,46% | 2,16 CHF | 2,17 CHF | 160 000 | 160 000 | 159 678 | 159 678 | 350 111 CHF | 351 708 CHF | 99,48% | 99,48% |
19/11/2024 | 0,47% | 2,15 CHF | 2,16 CHF | 164 000 | 164 000 | 162 720 | 162 720 | 348 069 CHF | 349 696 CHF | 99,41% | 99,41% |
18/11/2024 | 0,45% | 2,23 CHF | 2,24 CHF | 160 000 | 160 000 | 159 340 | 159 340 | 353 780 CHF | 355 374 CHF | 99,89% | 99,89% |
15/11/2024 | 0,45% | 2,20 CHF | 2,21 CHF | 160 000 | 160 000 | 159 340 | 159 340 | 350 797 CHF | 352 390 CHF | 100,00% | 100,00% |
14/11/2024 | 0,46% | 2,19 CHF | 2,20 CHF | 160 000 | 160 000 | 161 294 | 161 294 | 347 370 CHF | 348 983 CHF | 98,64% | 98,64% |
13/11/2024 | 0,47% | 2,07 CHF | 2,08 CHF | 164 000 | 164 000 | 162 908 | 162 908 | 346 783 CHF | 348 412 CHF | 100,00% | 100,00% |
12/11/2024 | 0,46% | 2,13 CHF | 2,14 CHF | 164 000 | 164 000 | 159 818 | 159 818 | 349 399 CHF | 350 997 CHF | 99,88% | 99,88% |
11/11/2024 | 0,46% | 2,23 CHF | 2,24 CHF | 160 000 | 160 000 | 159 796 | 159 796 | 348 395 CHF | 349 993 CHF | 100,00% | 100,00% |
08/11/2024 | 0,47% | 2,08 CHF | 2,09 CHF | 164 000 | 164 000 | 162 819 | 162 819 | 343 369 CHF | 344 997 CHF | 98,50% | 98,50% |
07/11/2024 | 0,44% | 2,22 CHF | 2,23 CHF | 160 000 | 160 000 | 156 114 | 156 114 | 351 757 CHF | 353 318 CHF | 100,00% | 100,00% |