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 | 0,78% | 1,92 CHF | 1,93 CHF | 132 000 | 132 000 | 58 457 | 58 457 | 115 021 CHF | 115 781 CHF | 99,33% | 99,33% |
19/11/2024 | 0,78% | 1,98 CHF | 1,99 CHF | 131 000 | 131 000 | 58 562 | 58 562 | 115 665 CHF | 116 426 CHF | 100,00% | 100,00% |
18/11/2024 | 0,77% | 2,00 CHF | 2,01 CHF | 130 000 | 130 000 | 58 168 | 58 168 | 115 931 CHF | 116 687 CHF | 99,78% | 99,78% |
15/11/2024 | 0,78% | 2,00 CHF | 2,01 CHF | 130 000 | 130 000 | 58 112 | 58 112 | 116 011 CHF | 116 766 CHF | 100,00% | 100,00% |
14/11/2024 | 0,77% | 2,00 CHF | 2,01 CHF | 130 000 | 130 000 | 58 333 | 58 333 | 117 089 CHF | 117 850 CHF | 98,52% | 98,52% |
13/11/2024 | 0,75% | 1,99 CHF | 2,00 CHF | 130 000 | 130 000 | 57 747 | 57 747 | 117 501 CHF | 118 250 CHF | 99,80% | 99,80% |
12/11/2024 | 0,75% | 2,07 CHF | 2,08 CHF | 128 000 | 128 000 | 57 682 | 57 682 | 119 085 CHF | 119 833 CHF | 99,90% | 99,90% |
11/11/2024 | 0,76% | 2,08 CHF | 2,09 CHF | 128 000 | 128 000 | 57 762 | 57 762 | 119 020 CHF | 119 772 CHF | 99,90% | 99,90% |
08/11/2024 | 0,79% | 2,02 CHF | 2,03 CHF | 130 000 | 130 000 | 59 192 | 59 192 | 117 018 CHF | 117 786 CHF | 99,05% | 99,05% |
07/11/2024 | 0,78% | 1,95 CHF | 1,96 CHF | 133 000 | 133 000 | 59 022 | 59 022 | 116 442 CHF | 117 206 CHF | 100,00% | 100,00% |