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 | 0,40% | 2,48 CHF | 2,49 CHF | 164 000 | 164 000 | 79 374 | 79 374 | 201 818 CHF | 202 614 CHF | 99,89% | 99,89% |
19/11/2024 | 0,40% | 2,50 CHF | 2,51 CHF | 164 000 | 164 000 | 80 050 | 80 050 | 201 528 CHF | 202 330 CHF | 100,00% | 100,00% |
18/11/2024 | 0,41% | 2,60 CHF | 2,61 CHF | 162 000 | 162 000 | 78 599 | 78 599 | 197 251 CHF | 198 038 CHF | 99,85% | 99,85% |
15/11/2024 | 0,41% | 2,41 CHF | 2,42 CHF | 166 000 | 166 000 | 80 588 | 80 588 | 199 322 CHF | 200 129 CHF | 99,99% | 99,99% |
14/11/2024 | 0,39% | 2,58 CHF | 2,59 CHF | 162 000 | 162 000 | 77 112 | 77 112 | 202 628 CHF | 203 401 CHF | 100,00% | 100,00% |
13/11/2024 | 0,37% | 2,68 CHF | 2,69 CHF | 160 000 | 160 000 | 77 561 | 77 561 | 211 616 CHF | 212 393 CHF | 100,00% | 100,00% |
12/11/2024 | 0,36% | 2,78 CHF | 2,79 CHF | 158 000 | 158 000 | 75 068 | 75 068 | 213 716 CHF | 214 467 CHF | 100,00% | 100,00% |
11/11/2024 | 0,35% | 2,90 CHF | 2,91 CHF | 154 000 | 154 000 | 74 335 | 74 335 | 216 074 CHF | 216 818 CHF | 100,00% | 100,00% |
08/11/2024 | 0,34% | 2,99 CHF | 3,00 CHF | 154 000 | 154 000 | 73 247 | 73 247 | 219 049 CHF | 219 782 CHF | 99,85% | 99,85% |
07/11/2024 | 0,36% | 2,93 CHF | 2,94 CHF | 154 000 | 154 000 | 75 661 | 75 661 | 218 595 CHF | 219 354 CHF | 100,00% | 100,00% |