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 | 0,69% | 2,19 CHF | 2,20 CHF | 132 000 | 132 000 | 58 502 | 58 502 | 130 630 CHF | 131 391 CHF | 99,47% | 99,47% |
19/11/2024 | 0,69% | 2,24 CHF | 2,25 CHF | 131 000 | 131 000 | 58 566 | 58 566 | 131 114 CHF | 131 874 CHF | 100,00% | 100,00% |
18/11/2024 | 0,68% | 2,26 CHF | 2,27 CHF | 130 000 | 130 000 | 58 126 | 58 126 | 131 293 CHF | 132 050 CHF | 99,69% | 99,69% |
15/11/2024 | 0,69% | 2,27 CHF | 2,28 CHF | 130 000 | 130 000 | 58 118 | 58 118 | 131 426 CHF | 132 182 CHF | 100,00% | 100,00% |
14/11/2024 | 0,68% | 2,26 CHF | 2,27 CHF | 130 000 | 130 000 | 58 275 | 58 275 | 132 545 CHF | 133 305 CHF | 98,47% | 98,47% |
13/11/2024 | 0,67% | 2,26 CHF | 2,27 CHF | 130 000 | 130 000 | 57 517 | 57 517 | 132 171 CHF | 132 918 CHF | 98,99% | 98,99% |
12/11/2024 | 0,66% | 2,33 CHF | 2,34 CHF | 128 000 | 128 000 | 57 701 | 57 701 | 134 310 CHF | 135 059 CHF | 99,88% | 99,88% |
11/11/2024 | 0,67% | 2,34 CHF | 2,35 CHF | 128 000 | 128 000 | 57 764 | 57 764 | 134 229 CHF | 134 982 CHF | 99,90% | 99,90% |
08/11/2024 | 0,69% | 2,28 CHF | 2,29 CHF | 130 000 | 130 000 | 59 194 | 59 194 | 132 436 CHF | 133 203 CHF | 99,04% | 99,04% |
07/11/2024 | 0,69% | 2,21 CHF | 2,22 CHF | 133 000 | 133 000 | 59 051 | 59 051 | 131 892 CHF | 132 657 CHF | 99,92% | 99,92% |