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% | 2,23 CHF | 2,24 CHF | 156 000 | 156 000 | 155 164 | 155 164 | 344 817 CHF | 346 369 CHF | 100,00% | 100,00% |
19/11/2024 | 0,45% | 2,23 CHF | 2,24 CHF | 156 000 | 156 000 | 155 839 | 155 839 | 348 494 CHF | 350 053 CHF | 100,00% | 100,00% |
18/11/2024 | 0,45% | 2,24 CHF | 2,25 CHF | 156 000 | 156 000 | 154 832 | 154 832 | 345 178 CHF | 346 726 CHF | 100,00% | 100,00% |
15/11/2024 | 0,44% | 2,26 CHF | 2,27 CHF | 158 000 | 158 000 | 155 657 | 155 657 | 352 350 CHF | 353 907 CHF | 100,00% | 100,00% |
14/11/2024 | 0,43% | 2,28 CHF | 2,29 CHF | 156 000 | 156 000 | 158 864 | 158 864 | 368 050 CHF | 369 639 CHF | 99,39% | 99,39% |
13/11/2024 | 0,43% | 2,35 CHF | 2,36 CHF | 162 000 | 162 000 | 160 421 | 160 421 | 376 335 CHF | 377 939 CHF | 100,00% | 100,00% |
12/11/2024 | 0,44% | 2,30 CHF | 2,31 CHF | 158 000 | 158 000 | 155 878 | 155 878 | 352 003 CHF | 353 562 CHF | 100,00% | 100,00% |
11/11/2024 | 0,44% | 2,26 CHF | 2,27 CHF | 156 000 | 156 000 | 156 558 | 156 558 | 356 699 CHF | 358 265 CHF | 99,93% | 99,93% |
08/11/2024 | 0,43% | 2,31 CHF | 2,32 CHF | 158 000 | 158 000 | 157 102 | 157 102 | 362 167 CHF | 363 738 CHF | 99,40% | 99,40% |
07/11/2024 | 0,45% | 2,20 CHF | 2,21 CHF | 152 000 | 152 000 | 151 697 | 151 697 | 334 600 CHF | 336 117 CHF | 100,00% | 100,00% |