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 | 0,75% | 1,31 CHF | 1,32 CHF | 112 000 | 112 000 | 110 895 | 110 895 | 147 042 CHF | 148 151 CHF | 99,97% | 99,97% |
19/11/2024 | 0,75% | 1,34 CHF | 1,35 CHF | 112 000 | 112 000 | 110 166 | 110 166 | 147 106 CHF | 148 208 CHF | 99,96% | 99,96% |
18/11/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 112 000 | 112 000 | 111 345 | 111 345 | 146 970 CHF | 148 083 CHF | 100,00% | 100,00% |
15/11/2024 | 0,74% | 1,33 CHF | 1,34 CHF | 112 000 | 112 000 | 108 253 | 108 253 | 146 479 CHF | 147 562 CHF | 98,70% | 98,70% |
14/11/2024 | 0,74% | 1,37 CHF | 1,38 CHF | 108 000 | 108 000 | 108 239 | 108 239 | 146 480 CHF | 147 562 CHF | 99,76% | 99,76% |
13/11/2024 | 0,72% | 1,37 CHF | 1,38 CHF | 108 000 | 108 000 | 107 555 | 107 555 | 148 440 CHF | 149 515 CHF | 100,00% | 100,00% |
12/11/2024 | 0,71% | 1,38 CHF | 1,39 CHF | 108 000 | 108 000 | 107 555 | 107 555 | 150 451 CHF | 151 526 CHF | 99,87% | 99,87% |
11/11/2024 | 0,69% | 1,43 CHF | 1,44 CHF | 108 000 | 108 000 | 105 925 | 105 925 | 152 259 CHF | 153 318 CHF | 99,71% | 99,71% |
08/11/2024 | 0,70% | 1,40 CHF | 1,41 CHF | 108 000 | 108 000 | 107 395 | 107 395 | 151 981 CHF | 153 055 CHF | 99,97% | 99,97% |
07/11/2024 | 0,69% | 1,44 CHF | 1,45 CHF | 108 000 | 108 000 | 103 614 | 103 614 | 150 132 CHF | 151 168 CHF | 100,00% | 100,00% |