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 | 0,47% | 2,10 CHF | 2,11 CHF | 160 000 | 160 000 | 159 679 | 159 679 | 340 570 CHF | 342 167 CHF | 99,43% | 99,43% |
19/11/2024 | 0,48% | 2,09 CHF | 2,10 CHF | 164 000 | 164 000 | 162 720 | 162 720 | 338 371 CHF | 339 998 CHF | 99,41% | 99,41% |
18/11/2024 | 0,46% | 2,17 CHF | 2,18 CHF | 160 000 | 160 000 | 159 340 | 159 340 | 343 864 CHF | 345 458 CHF | 99,88% | 99,88% |
15/11/2024 | 0,47% | 2,14 CHF | 2,15 CHF | 160 000 | 160 000 | 159 340 | 159 340 | 341 230 CHF | 342 824 CHF | 100,00% | 100,00% |
14/11/2024 | 0,48% | 2,13 CHF | 2,14 CHF | 160 000 | 160 000 | 161 294 | 161 294 | 337 709 CHF | 339 322 CHF | 98,61% | 98,61% |
13/11/2024 | 0,48% | 2,01 CHF | 2,02 CHF | 164 000 | 164 000 | 162 909 | 162 909 | 337 027 CHF | 338 656 CHF | 100,00% | 100,00% |
12/11/2024 | 0,47% | 2,07 CHF | 2,08 CHF | 164 000 | 164 000 | 159 820 | 159 820 | 339 822 CHF | 341 420 CHF | 99,88% | 99,88% |
11/11/2024 | 0,47% | 2,17 CHF | 2,18 CHF | 160 000 | 160 000 | 159 796 | 159 796 | 338 394 CHF | 339 992 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 2,02 CHF | 2,03 CHF | 164 000 | 164 000 | 162 819 | 162 819 | 333 598 CHF | 335 226 CHF | 98,51% | 98,51% |
07/11/2024 | 0,46% | 2,16 CHF | 2,17 CHF | 160 000 | 160 000 | 156 113 | 156 113 | 342 328 CHF | 343 889 CHF | 100,00% | 100,00% |