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 | 0,43% | 2,28 CHF | 2,29 CHF | 164 000 | 164 000 | 79 381 | 79 381 | 185 872 CHF | 186 668 CHF | 99,90% | 99,90% |
19/11/2024 | 0,44% | 2,30 CHF | 2,31 CHF | 164 000 | 164 000 | 80 049 | 80 049 | 185 459 CHF | 186 261 CHF | 100,00% | 100,00% |
18/11/2024 | 0,45% | 2,40 CHF | 2,41 CHF | 162 000 | 162 000 | 78 608 | 78 608 | 181 400 CHF | 182 187 CHF | 99,86% | 99,86% |
15/11/2024 | 0,45% | 2,21 CHF | 2,22 CHF | 166 000 | 166 000 | 80 587 | 80 587 | 182 998 CHF | 183 805 CHF | 99,99% | 99,99% |
14/11/2024 | 0,42% | 2,38 CHF | 2,39 CHF | 162 000 | 162 000 | 77 120 | 77 120 | 187 074 CHF | 187 846 CHF | 100,00% | 100,00% |
13/11/2024 | 0,40% | 2,48 CHF | 2,49 CHF | 160 000 | 160 000 | 77 556 | 77 556 | 196 015 CHF | 196 792 CHF | 100,00% | 100,00% |
12/11/2024 | 0,38% | 2,57 CHF | 2,58 CHF | 158 000 | 158 000 | 75 062 | 75 062 | 198 650 CHF | 199 402 CHF | 100,00% | 100,00% |
11/11/2024 | 0,38% | 2,70 CHF | 2,71 CHF | 154 000 | 154 000 | 74 339 | 74 339 | 201 210 CHF | 201 955 CHF | 100,00% | 100,00% |
08/11/2024 | 0,37% | 2,79 CHF | 2,80 CHF | 154 000 | 154 000 | 73 247 | 73 247 | 204 542 CHF | 205 276 CHF | 99,85% | 99,85% |
07/11/2024 | 0,38% | 2,73 CHF | 2,74 CHF | 154 000 | 154 000 | 75 656 | 75 656 | 203 558 CHF | 204 318 CHF | 100,00% | 100,00% |