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 | 0,44% | 2,21 CHF | 2,22 CHF | 160 000 | 160 000 | 159 678 | 159 678 | 358 449 CHF | 360 046 CHF | 99,44% | 99,44% |
19/11/2024 | 0,46% | 2,20 CHF | 2,21 CHF | 164 000 | 164 000 | 162 720 | 162 720 | 356 641 CHF | 358 268 CHF | 99,41% | 99,41% |
18/11/2024 | 0,44% | 2,28 CHF | 2,29 CHF | 160 000 | 160 000 | 159 340 | 159 340 | 361 753 CHF | 363 347 CHF | 99,88% | 99,88% |
15/11/2024 | 0,44% | 2,25 CHF | 2,26 CHF | 160 000 | 160 000 | 159 340 | 159 340 | 359 137 CHF | 360 730 CHF | 100,00% | 100,00% |
14/11/2024 | 0,45% | 2,24 CHF | 2,25 CHF | 160 000 | 160 000 | 161 294 | 161 294 | 355 845 CHF | 357 458 CHF | 98,55% | 98,55% |
13/11/2024 | 0,46% | 2,12 CHF | 2,13 CHF | 164 000 | 164 000 | 162 910 | 162 910 | 355 241 CHF | 356 870 CHF | 100,00% | 100,00% |
12/11/2024 | 0,45% | 2,19 CHF | 2,20 CHF | 164 000 | 164 000 | 159 819 | 159 819 | 357 775 CHF | 359 373 CHF | 99,90% | 99,90% |
11/11/2024 | 0,45% | 2,28 CHF | 2,29 CHF | 160 000 | 160 000 | 159 796 | 159 796 | 356 423 CHF | 358 021 CHF | 100,00% | 100,00% |
08/11/2024 | 0,46% | 2,14 CHF | 2,15 CHF | 164 000 | 164 000 | 162 819 | 162 819 | 351 902 CHF | 353 530 CHF | 98,51% | 98,51% |
07/11/2024 | 0,43% | 2,27 CHF | 2,28 CHF | 160 000 | 160 000 | 156 113 | 156 113 | 359 994 CHF | 361 556 CHF | 100,00% | 100,00% |