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 | 0,80% | 1,87 CHF | 1,88 CHF | 132 000 | 132 000 | 58 464 | 58 464 | 111 947 CHF | 112 707 CHF | 99,38% | 99,38% |
19/11/2024 | 0,80% | 1,93 CHF | 1,94 CHF | 131 000 | 131 000 | 58 563 | 58 563 | 112 597 CHF | 113 357 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 1,94 CHF | 1,95 CHF | 130 000 | 130 000 | 58 114 | 58 114 | 112 750 CHF | 113 506 CHF | 99,73% | 99,73% |
15/11/2024 | 0,80% | 1,95 CHF | 1,96 CHF | 130 000 | 130 000 | 58 102 | 58 102 | 112 941 CHF | 113 697 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 1,94 CHF | 1,95 CHF | 130 000 | 130 000 | 58 298 | 58 298 | 114 017 CHF | 114 777 CHF | 98,65% | 98,65% |
13/11/2024 | 0,77% | 1,94 CHF | 1,95 CHF | 130 000 | 130 000 | 57 498 | 57 498 | 113 995 CHF | 114 742 CHF | 99,23% | 99,23% |
12/11/2024 | 0,77% | 2,02 CHF | 2,03 CHF | 128 000 | 128 000 | 57 685 | 57 685 | 116 099 CHF | 116 848 CHF | 99,88% | 99,88% |
11/11/2024 | 0,78% | 2,03 CHF | 2,04 CHF | 128 000 | 128 000 | 57 763 | 57 763 | 116 014 CHF | 116 766 CHF | 99,90% | 99,90% |
08/11/2024 | 0,81% | 1,96 CHF | 1,97 CHF | 130 000 | 130 000 | 59 194 | 59 194 | 113 946 CHF | 114 713 CHF | 99,04% | 99,04% |
07/11/2024 | 0,80% | 1,89 CHF | 1,90 CHF | 133 000 | 133 000 | 59 085 | 59 085 | 113 485 CHF | 114 250 CHF | 99,86% | 99,86% |