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% | 2,71 CHF | 2,72 CHF | 164 000 | 164 000 | 79 375 | 79 375 | 220 531 CHF | 221 327 CHF | 99,89% | 99,89% |
19/11/2024 | 0,37% | 2,74 CHF | 2,75 CHF | 164 000 | 164 000 | 80 055 | 80 055 | 220 389 CHF | 221 191 CHF | 100,00% | 100,00% |
18/11/2024 | 0,37% | 2,83 CHF | 2,84 CHF | 162 000 | 162 000 | 78 601 | 78 601 | 215 775 CHF | 216 562 CHF | 99,85% | 99,85% |
15/11/2024 | 0,37% | 2,65 CHF | 2,66 CHF | 166 000 | 166 000 | 80 586 | 80 586 | 218 373 CHF | 219 180 CHF | 99,99% | 99,99% |
14/11/2024 | 0,35% | 2,82 CHF | 2,83 CHF | 162 000 | 162 000 | 77 111 | 77 111 | 220 853 CHF | 221 625 CHF | 100,00% | 100,00% |
13/11/2024 | 0,34% | 2,91 CHF | 2,92 CHF | 160 000 | 160 000 | 77 564 | 77 564 | 229 783 CHF | 230 560 CHF | 100,00% | 100,00% |
12/11/2024 | 0,33% | 3,01 CHF | 3,02 CHF | 158 000 | 158 000 | 75 068 | 75 068 | 231 250 CHF | 232 002 CHF | 100,00% | 100,00% |
11/11/2024 | 0,32% | 3,13 CHF | 3,14 CHF | 154 000 | 154 000 | 74 338 | 74 338 | 233 390 CHF | 234 134 CHF | 100,00% | 100,00% |
08/11/2024 | 0,32% | 3,22 CHF | 3,23 CHF | 154 000 | 154 000 | 73 247 | 73 247 | 235 954 CHF | 236 687 CHF | 99,85% | 99,85% |
07/11/2024 | 0,33% | 3,16 CHF | 3,17 CHF | 154 000 | 154 000 | 75 661 | 75 661 | 236 079 CHF | 236 839 CHF | 100,00% | 100,00% |