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 | 0,41% | 2,42 CHF | 2,43 CHF | 164 000 | 164 000 | 79 373 | 79 373 | 197 409 CHF | 198 204 CHF | 99,89% | 99,89% |
19/11/2024 | 0,41% | 2,45 CHF | 2,46 CHF | 164 000 | 164 000 | 80 055 | 80 055 | 197 147 CHF | 197 949 CHF | 100,00% | 100,00% |
18/11/2024 | 0,42% | 2,54 CHF | 2,55 CHF | 162 000 | 162 000 | 78 601 | 78 601 | 192 897 CHF | 193 685 CHF | 99,85% | 99,85% |
15/11/2024 | 0,42% | 2,35 CHF | 2,36 CHF | 166 000 | 166 000 | 80 588 | 80 588 | 194 867 CHF | 195 675 CHF | 99,99% | 99,99% |
14/11/2024 | 0,39% | 2,53 CHF | 2,54 CHF | 162 000 | 162 000 | 77 114 | 77 114 | 198 368 CHF | 199 140 CHF | 100,00% | 100,00% |
13/11/2024 | 0,38% | 2,62 CHF | 2,63 CHF | 160 000 | 160 000 | 77 553 | 77 553 | 207 260 CHF | 208 037 CHF | 100,00% | 100,00% |
12/11/2024 | 0,36% | 2,72 CHF | 2,73 CHF | 158 000 | 158 000 | 75 065 | 75 065 | 209 495 CHF | 210 247 CHF | 100,00% | 100,00% |
11/11/2024 | 0,36% | 2,84 CHF | 2,85 CHF | 154 000 | 154 000 | 74 339 | 74 339 | 211 902 CHF | 212 646 CHF | 100,00% | 100,00% |
08/11/2024 | 0,35% | 2,93 CHF | 2,94 CHF | 154 000 | 154 000 | 73 247 | 73 247 | 215 009 CHF | 215 743 CHF | 99,85% | 99,85% |
07/11/2024 | 0,36% | 2,88 CHF | 2,89 CHF | 154 000 | 154 000 | 75 660 | 75 660 | 214 384 CHF | 215 144 CHF | 100,00% | 100,00% |