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 | 0,39% | 2,52 CHF | 2,53 CHF | 164 000 | 164 000 | 79 382 | 79 382 | 205 442 CHF | 206 238 CHF | 99,90% | 99,90% |
19/11/2024 | 0,40% | 2,55 CHF | 2,56 CHF | 164 000 | 164 000 | 80 055 | 80 055 | 205 199 CHF | 206 001 CHF | 100,00% | 100,00% |
18/11/2024 | 0,40% | 2,64 CHF | 2,65 CHF | 162 000 | 162 000 | 78 612 | 78 612 | 200 831 CHF | 201 618 CHF | 99,86% | 99,86% |
15/11/2024 | 0,40% | 2,45 CHF | 2,46 CHF | 166 000 | 166 000 | 80 588 | 80 588 | 202 991 CHF | 203 798 CHF | 99,99% | 99,99% |
14/11/2024 | 0,38% | 2,63 CHF | 2,64 CHF | 162 000 | 162 000 | 77 114 | 77 114 | 206 144 CHF | 206 916 CHF | 100,00% | 100,00% |
13/11/2024 | 0,37% | 2,72 CHF | 2,73 CHF | 160 000 | 160 000 | 77 554 | 77 554 | 215 033 CHF | 215 809 CHF | 100,00% | 100,00% |
12/11/2024 | 0,35% | 2,82 CHF | 2,83 CHF | 158 000 | 158 000 | 75 066 | 75 066 | 217 009 CHF | 217 761 CHF | 100,00% | 100,00% |
11/11/2024 | 0,34% | 2,94 CHF | 2,95 CHF | 154 000 | 154 000 | 74 338 | 74 338 | 219 323 CHF | 220 067 CHF | 100,00% | 100,00% |
08/11/2024 | 0,34% | 3,03 CHF | 3,04 CHF | 154 000 | 154 000 | 73 248 | 73 248 | 222 219 CHF | 222 952 CHF | 99,85% | 99,85% |
07/11/2024 | 0,35% | 2,98 CHF | 2,99 CHF | 154 000 | 154 000 | 75 660 | 75 660 | 221 847 CHF | 222 606 CHF | 100,00% | 100,00% |