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 | 0,65% | 1,54 CHF | 1,55 CHF | 88 000 | 88 000 | 88 000 | 88 000 | 135 624 CHF | 136 504 CHF | 100,00% | 100,00% |
19/11/2024 | 0,66% | 1,54 CHF | 1,55 CHF | 88 000 | 88 000 | 88 000 | 88 000 | 133 893 CHF | 134 773 CHF | 100,00% | 100,00% |
18/11/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 88 000 | 88 000 | 88 000 | 88 000 | 134 459 CHF | 135 339 CHF | 100,00% | 100,00% |
15/11/2024 | 0,65% | 1,52 CHF | 1,53 CHF | 88 000 | 88 000 | 88 000 | 88 000 | 134 129 CHF | 135 009 CHF | 100,00% | 100,00% |
14/11/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 88 000 | 88 000 | 88 000 | 88 000 | 132 591 CHF | 133 471 CHF | 100,00% | 100,00% |
13/11/2024 | 0,66% | 1,49 CHF | 1,50 CHF | 88 000 | 88 000 | 88 000 | 88 000 | 132 428 CHF | 133 308 CHF | 100,00% | 100,00% |
12/11/2024 | 0,65% | 1,51 CHF | 1,52 CHF | 88 000 | 88 000 | 88 000 | 88 000 | 134 869 CHF | 135 749 CHF | 100,00% | 100,00% |
11/11/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 84 000 | 84 000 | 84 000 | 84 000 | 131 248 CHF | 132 088 CHF | 100,00% | 100,00% |
08/11/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 88 000 | 88 000 | 88 000 | 88 000 | 136 093 CHF | 136 973 CHF | 99,18% | 99,18% |
07/11/2024 | 0,64% | 1,54 CHF | 1,55 CHF | 88 000 | 88 000 | 85 139 | 85 139 | 132 204 CHF | 133 055 CHF | 100,00% | 100,00% |