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 | 0,49% | 1,99 CHF | 2,00 CHF | 160 000 | 160 000 | 159 679 | 159 679 | 322 308 CHF | 323 905 CHF | 99,43% | 99,43% |
19/11/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 164 000 | 164 000 | 162 720 | 162 720 | 319 772 CHF | 321 400 CHF | 99,41% | 99,41% |
18/11/2024 | 0,49% | 2,05 CHF | 2,06 CHF | 160 000 | 160 000 | 159 340 | 159 340 | 325 597 CHF | 327 190 CHF | 99,88% | 99,88% |
15/11/2024 | 0,49% | 2,03 CHF | 2,04 CHF | 160 000 | 160 000 | 159 340 | 159 340 | 322 895 CHF | 324 488 CHF | 100,00% | 100,00% |
14/11/2024 | 0,50% | 2,01 CHF | 2,02 CHF | 160 000 | 160 000 | 161 294 | 161 294 | 319 183 CHF | 320 796 CHF | 98,61% | 98,61% |
13/11/2024 | 0,51% | 1,90 CHF | 1,91 CHF | 164 000 | 164 000 | 162 909 | 162 909 | 318 200 CHF | 319 829 CHF | 100,00% | 100,00% |
12/11/2024 | 0,50% | 1,96 CHF | 1,97 CHF | 164 000 | 164 000 | 159 820 | 159 820 | 321 495 CHF | 323 093 CHF | 99,90% | 99,90% |
11/11/2024 | 0,50% | 2,06 CHF | 2,07 CHF | 160 000 | 160 000 | 159 796 | 159 796 | 320 129 CHF | 321 727 CHF | 100,00% | 100,00% |
08/11/2024 | 0,52% | 1,91 CHF | 1,92 CHF | 164 000 | 164 000 | 162 818 | 162 818 | 314 790 CHF | 316 418 CHF | 98,51% | 98,51% |
07/11/2024 | 0,48% | 2,04 CHF | 2,05 CHF | 160 000 | 160 000 | 156 113 | 156 113 | 324 270 CHF | 325 831 CHF | 100,00% | 100,00% |