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 | 0,49% | 2,00 CHF | 2,01 CHF | 164 000 | 164 000 | 79 381 | 79 381 | 163 701 CHF | 164 496 CHF | 99,90% | 99,90% |
19/11/2024 | 0,50% | 2,03 CHF | 2,04 CHF | 164 000 | 164 000 | 80 047 | 80 047 | 163 170 CHF | 163 971 CHF | 100,00% | 100,00% |
18/11/2024 | 0,51% | 2,12 CHF | 2,13 CHF | 162 000 | 162 000 | 78 611 | 78 611 | 159 454 CHF | 160 241 CHF | 99,86% | 99,86% |
15/11/2024 | 0,51% | 1,93 CHF | 1,94 CHF | 166 000 | 166 000 | 80 588 | 80 588 | 160 490 CHF | 161 297 CHF | 99,99% | 99,99% |
14/11/2024 | 0,47% | 2,10 CHF | 2,11 CHF | 162 000 | 162 000 | 77 118 | 77 118 | 165 486 CHF | 166 259 CHF | 100,00% | 100,00% |
13/11/2024 | 0,45% | 2,20 CHF | 2,21 CHF | 160 000 | 160 000 | 77 554 | 77 554 | 174 444 CHF | 175 221 CHF | 100,00% | 100,00% |
12/11/2024 | 0,43% | 2,30 CHF | 2,31 CHF | 158 000 | 158 000 | 75 061 | 75 061 | 177 828 CHF | 178 580 CHF | 100,00% | 100,00% |
11/11/2024 | 0,42% | 2,42 CHF | 2,43 CHF | 154 000 | 154 000 | 74 339 | 74 339 | 180 634 CHF | 181 379 CHF | 100,00% | 100,00% |
08/11/2024 | 0,40% | 2,51 CHF | 2,52 CHF | 154 000 | 154 000 | 73 248 | 73 248 | 184 441 CHF | 185 174 CHF | 99,85% | 99,85% |
07/11/2024 | 0,43% | 2,46 CHF | 2,47 CHF | 154 000 | 154 000 | 75 660 | 75 660 | 182 801 CHF | 183 561 CHF | 100,00% | 100,00% |