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 | 0,48% | 2,04 CHF | 2,05 CHF | 160 000 | 160 000 | 159 679 | 159 679 | 330 257 CHF | 331 853 CHF | 99,40% | 99,40% |
19/11/2024 | 0,50% | 2,02 CHF | 2,03 CHF | 164 000 | 164 000 | 162 721 | 162 721 | 327 929 CHF | 329 557 CHF | 99,17% | 99,17% |
18/11/2024 | 0,48% | 2,10 CHF | 2,11 CHF | 160 000 | 160 000 | 159 339 | 159 339 | 333 520 CHF | 335 113 CHF | 99,86% | 99,86% |
15/11/2024 | 0,48% | 2,08 CHF | 2,09 CHF | 160 000 | 160 000 | 159 340 | 159 340 | 330 843 CHF | 332 437 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 2,06 CHF | 2,07 CHF | 160 000 | 160 000 | 161 294 | 161 294 | 327 282 CHF | 328 895 CHF | 98,63% | 98,63% |
13/11/2024 | 0,50% | 1,95 CHF | 1,96 CHF | 164 000 | 164 000 | 162 909 | 162 909 | 326 415 CHF | 328 044 CHF | 100,00% | 100,00% |
12/11/2024 | 0,48% | 2,01 CHF | 2,02 CHF | 164 000 | 164 000 | 159 820 | 159 820 | 329 483 CHF | 331 081 CHF | 99,88% | 99,88% |
11/11/2024 | 0,49% | 2,10 CHF | 2,11 CHF | 160 000 | 160 000 | 159 796 | 159 796 | 328 129 CHF | 329 727 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 1,96 CHF | 1,97 CHF | 164 000 | 164 000 | 162 819 | 162 819 | 323 036 CHF | 324 664 CHF | 98,50% | 98,50% |
07/11/2024 | 0,47% | 2,09 CHF | 2,10 CHF | 160 000 | 160 000 | 156 113 | 156 113 | 332 053 CHF | 333 614 CHF | 100,00% | 100,00% |