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 | 0,35% | 2,81 CHF | 2,82 CHF | 164 000 | 164 000 | 79 375 | 79 375 | 228 135 CHF | 228 931 CHF | 99,89% | 99,89% |
19/11/2024 | 0,36% | 2,84 CHF | 2,85 CHF | 164 000 | 164 000 | 80 055 | 80 055 | 228 037 CHF | 228 839 CHF | 100,00% | 100,00% |
18/11/2024 | 0,36% | 2,93 CHF | 2,94 CHF | 162 000 | 162 000 | 78 602 | 78 602 | 223 355 CHF | 224 142 CHF | 99,85% | 99,85% |
15/11/2024 | 0,36% | 2,74 CHF | 2,75 CHF | 166 000 | 166 000 | 80 592 | 80 592 | 226 124 CHF | 226 931 CHF | 99,99% | 99,99% |
14/11/2024 | 0,34% | 2,91 CHF | 2,92 CHF | 162 000 | 162 000 | 77 111 | 77 111 | 228 245 CHF | 229 017 CHF | 100,00% | 100,00% |
13/11/2024 | 0,33% | 3,01 CHF | 3,02 CHF | 160 000 | 160 000 | 77 553 | 77 553 | 237 163 CHF | 237 940 CHF | 100,00% | 100,00% |
12/11/2024 | 0,32% | 3,10 CHF | 3,11 CHF | 158 000 | 158 000 | 75 063 | 75 063 | 238 389 CHF | 239 141 CHF | 100,00% | 100,00% |
11/11/2024 | 0,31% | 3,23 CHF | 3,24 CHF | 154 000 | 154 000 | 74 339 | 74 339 | 240 446 CHF | 241 191 CHF | 100,00% | 100,00% |
08/11/2024 | 0,31% | 3,31 CHF | 3,32 CHF | 154 000 | 154 000 | 73 248 | 73 248 | 242 848 CHF | 243 582 CHF | 99,85% | 99,85% |
07/11/2024 | 0,32% | 3,26 CHF | 3,27 CHF | 154 000 | 154 000 | 75 660 | 75 660 | 243 212 CHF | 243 972 CHF | 100,00% | 100,00% |