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 | 0,37% | 2,67 CHF | 2,68 CHF | 164 000 | 164 000 | 79 382 | 79 382 | 217 519 CHF | 218 315 CHF | 99,90% | 99,90% |
19/11/2024 | 0,37% | 2,70 CHF | 2,71 CHF | 164 000 | 164 000 | 80 048 | 80 048 | 217 292 CHF | 218 094 CHF | 100,00% | 100,00% |
18/11/2024 | 0,38% | 2,79 CHF | 2,80 CHF | 162 000 | 162 000 | 78 612 | 78 612 | 212 791 CHF | 213 578 CHF | 99,86% | 99,86% |
15/11/2024 | 0,38% | 2,61 CHF | 2,62 CHF | 166 000 | 166 000 | 80 592 | 80 592 | 215 256 CHF | 216 063 CHF | 99,99% | 99,99% |
14/11/2024 | 0,36% | 2,78 CHF | 2,79 CHF | 162 000 | 162 000 | 77 114 | 77 114 | 217 889 CHF | 218 661 CHF | 100,00% | 100,00% |
13/11/2024 | 0,35% | 2,87 CHF | 2,88 CHF | 160 000 | 160 000 | 77 556 | 77 556 | 226 839 CHF | 227 616 CHF | 100,00% | 100,00% |
12/11/2024 | 0,33% | 2,97 CHF | 2,98 CHF | 158 000 | 158 000 | 75 062 | 75 062 | 228 423 CHF | 229 175 CHF | 100,00% | 100,00% |
11/11/2024 | 0,33% | 3,10 CHF | 3,11 CHF | 154 000 | 154 000 | 74 339 | 74 339 | 230 623 CHF | 231 367 CHF | 100,00% | 100,00% |
08/11/2024 | 0,32% | 3,18 CHF | 3,19 CHF | 154 000 | 154 000 | 73 247 | 73 247 | 233 293 CHF | 234 027 CHF | 99,85% | 99,85% |
07/11/2024 | 0,33% | 3,13 CHF | 3,14 CHF | 154 000 | 154 000 | 75 661 | 75 661 | 233 292 CHF | 234 051 CHF | 100,00% | 100,00% |