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 | 0,46% | 2,33 CHF | 2,34 CHF | 203 000 | 203 000 | 206 414 | 206 414 | 444 569 CHF | 446 633 CHF | 99,45% | 99,45% |
19/11/2024 | 0,49% | 1,96 CHF | 1,97 CHF | 208 700 | 208 700 | 201 358 | 201 358 | 413 351 CHF | 415 364 CHF | 100,00% | 100,00% |
18/11/2024 | 0,47% | 2,06 CHF | 2,07 CHF | 196 500 | 196 500 | 204 818 | 204 818 | 438 684 CHF | 440 732 CHF | 98,78% | 98,78% |
15/11/2024 | 0,47% | 2,20 CHF | 2,21 CHF | 210 500 | 210 500 | 199 228 | 199 228 | 420 699 CHF | 422 691 CHF | 98,67% | 98,67% |
14/11/2024 | 0,45% | 2,08 CHF | 2,09 CHF | 192 000 | 192 000 | 218 232 | 218 232 | 491 412 CHF | 493 594 CHF | 100,00% | 100,00% |
13/11/2024 | 0,53% | 2,08 CHF | 2,09 CHF | 235 800 | 235 800 | 232 078 | 232 078 | 440 026 CHF | 442 347 CHF | 100,00% | 100,00% |
12/11/2024 | 0,53% | 1,90 CHF | 1,91 CHF | 229 600 | 229 600 | 240 837 | 240 837 | 450 709 CHF | 453 118 CHF | 99,81% | 99,81% |
11/11/2024 | 0,59% | 1,74 CHF | 1,75 CHF | 248 400 | 248 400 | 292 369 | 292 369 | 495 387 CHF | 498 311 CHF | 99,74% | 99,74% |
08/11/2024 | 0,74% | 1,46 CHF | 1,47 CHF | 321 200 | 321 200 | 322 753 | 322 753 | 434 656 CHF | 437 883 CHF | 99,16% | 99,16% |
07/11/2024 | 0,75% | 1,26 CHF | 1,27 CHF | 323 800 | 323 800 | 286 410 | 286 410 | 379 616 CHF | 382 480 CHF | 99,96% | 99,96% |