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 | 0,45% | 2,17 CHF | 2,18 CHF | 164 000 | 164 000 | 79 382 | 79 382 | 177 626 CHF | 178 422 CHF | 99,90% | 99,90% |
19/11/2024 | 0,46% | 2,20 CHF | 2,21 CHF | 164 000 | 164 000 | 80 050 | 80 050 | 177 210 CHF | 178 012 CHF | 100,00% | 100,00% |
18/11/2024 | 0,47% | 2,29 CHF | 2,30 CHF | 162 000 | 162 000 | 78 612 | 78 612 | 173 241 CHF | 174 028 CHF | 99,86% | 99,86% |
15/11/2024 | 0,47% | 2,10 CHF | 2,11 CHF | 166 000 | 166 000 | 80 588 | 80 588 | 174 669 CHF | 175 476 CHF | 99,99% | 99,99% |
14/11/2024 | 0,44% | 2,28 CHF | 2,29 CHF | 162 000 | 162 000 | 77 112 | 77 112 | 179 055 CHF | 179 827 CHF | 100,00% | 100,00% |
13/11/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 160 000 | 160 000 | 77 561 | 77 561 | 188 019 CHF | 188 796 CHF | 100,00% | 100,00% |
12/11/2024 | 0,40% | 2,47 CHF | 2,48 CHF | 158 000 | 158 000 | 75 069 | 75 069 | 190 950 CHF | 191 702 CHF | 100,00% | 100,00% |
11/11/2024 | 0,39% | 2,60 CHF | 2,61 CHF | 154 000 | 154 000 | 74 337 | 74 337 | 193 577 CHF | 194 322 CHF | 100,00% | 100,00% |
08/11/2024 | 0,38% | 2,69 CHF | 2,70 CHF | 154 000 | 154 000 | 73 248 | 73 248 | 197 088 CHF | 197 822 CHF | 99,85% | 99,85% |
07/11/2024 | 0,40% | 2,63 CHF | 2,64 CHF | 154 000 | 154 000 | 75 661 | 75 661 | 195 869 CHF | 196 629 CHF | 100,00% | 100,00% |