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 | 0,62% | 1,62 CHF | 1,63 CHF | 375 000 | 375 000 | 203 543 | 203 543 | 334 694 CHF | 336 737 CHF | 99,90% | 99,90% |
19/11/2024 | 0,62% | 1,67 CHF | 1,68 CHF | 370 000 | 370 000 | 204 947 | 204 947 | 336 758 CHF | 338 811 CHF | 100,00% | 100,00% |
18/11/2024 | 0,63% | 1,66 CHF | 1,67 CHF | 370 000 | 370 000 | 205 049 | 205 049 | 332 851 CHF | 334 907 CHF | 99,89% | 99,89% |
15/11/2024 | 0,63% | 1,60 CHF | 1,61 CHF | 375 000 | 375 000 | 205 822 | 205 822 | 332 965 CHF | 335 027 CHF | 99,90% | 99,90% |
14/11/2024 | 0,63% | 1,63 CHF | 1,64 CHF | 375 000 | 375 000 | 206 156 | 206 156 | 331 995 CHF | 334 060 CHF | 99,00% | 99,00% |
13/11/2024 | 0,65% | 1,58 CHF | 1,59 CHF | 380 000 | 380 000 | 208 577 | 208 577 | 328 137 CHF | 330 226 CHF | 100,00% | 100,00% |
12/11/2024 | 0,65% | 1,60 CHF | 1,61 CHF | 380 000 | 380 000 | 209 200 | 209 200 | 330 136 CHF | 332 232 CHF | 98,95% | 98,95% |
11/11/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 380 000 | 380 000 | 207 178 | 207 178 | 330 186 CHF | 332 262 CHF | 99,65% | 99,65% |
08/11/2024 | 0,63% | 1,61 CHF | 1,62 CHF | 380 000 | 380 000 | 205 531 | 205 531 | 333 868 CHF | 335 927 CHF | 97,12% | 97,12% |
07/11/2024 | 0,65% | 1,60 CHF | 1,61 CHF | 380 000 | 380 000 | 210 306 | 210 306 | 330 184 CHF | 332 291 CHF | 100,00% | 100,00% |