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 | 0,67% | 2,24 CHF | 2,25 CHF | 132 000 | 132 000 | 58 461 | 58 461 | 133 598 CHF | 134 359 CHF | 99,34% | 99,34% |
19/11/2024 | 0,67% | 2,29 CHF | 2,30 CHF | 131 000 | 131 000 | 58 579 | 58 579 | 134 221 CHF | 134 982 CHF | 100,00% | 100,00% |
18/11/2024 | 0,67% | 2,31 CHF | 2,32 CHF | 130 000 | 130 000 | 58 173 | 58 173 | 134 402 CHF | 135 159 CHF | 99,78% | 99,78% |
15/11/2024 | 0,67% | 2,32 CHF | 2,33 CHF | 130 000 | 130 000 | 58 102 | 58 102 | 134 527 CHF | 135 283 CHF | 100,00% | 100,00% |
14/11/2024 | 0,67% | 2,31 CHF | 2,32 CHF | 130 000 | 130 000 | 58 304 | 58 304 | 135 638 CHF | 136 398 CHF | 98,50% | 98,50% |
13/11/2024 | 0,65% | 2,31 CHF | 2,32 CHF | 130 000 | 130 000 | 57 754 | 57 754 | 135 832 CHF | 136 581 CHF | 99,80% | 99,80% |
12/11/2024 | 0,65% | 2,39 CHF | 2,40 CHF | 128 000 | 128 000 | 57 696 | 57 696 | 137 329 CHF | 138 078 CHF | 99,90% | 99,90% |
11/11/2024 | 0,66% | 2,40 CHF | 2,41 CHF | 128 000 | 128 000 | 57 768 | 57 768 | 137 256 CHF | 138 009 CHF | 99,90% | 99,90% |
08/11/2024 | 0,68% | 2,33 CHF | 2,34 CHF | 130 000 | 130 000 | 59 193 | 59 193 | 135 532 CHF | 136 300 CHF | 99,05% | 99,05% |
07/11/2024 | 0,67% | 2,26 CHF | 2,27 CHF | 133 000 | 133 000 | 59 035 | 59 035 | 134 942 CHF | 135 707 CHF | 100,00% | 100,00% |