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 | 0,51% | 1,93 CHF | 1,94 CHF | 160 000 | 160 000 | 159 679 | 159 679 | 313 585 CHF | 315 182 CHF | 99,47% | 99,47% |
19/11/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 164 000 | 164 000 | 162 720 | 162 720 | 311 314 CHF | 312 941 CHF | 99,40% | 99,40% |
18/11/2024 | 0,50% | 2,00 CHF | 2,01 CHF | 160 000 | 160 000 | 159 340 | 159 340 | 317 251 CHF | 318 845 CHF | 99,89% | 99,89% |
15/11/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 160 000 | 160 000 | 159 340 | 159 340 | 314 182 CHF | 315 776 CHF | 100,00% | 100,00% |
14/11/2024 | 0,52% | 1,96 CHF | 1,97 CHF | 160 000 | 160 000 | 161 294 | 161 294 | 310 373 CHF | 311 986 CHF | 98,64% | 98,64% |
13/11/2024 | 0,52% | 1,84 CHF | 1,85 CHF | 164 000 | 164 000 | 162 906 | 162 906 | 309 659 CHF | 311 288 CHF | 100,00% | 100,00% |
12/11/2024 | 0,51% | 1,91 CHF | 1,92 CHF | 164 000 | 164 000 | 159 818 | 159 818 | 313 100 CHF | 314 698 CHF | 99,88% | 99,88% |
11/11/2024 | 0,51% | 2,00 CHF | 2,01 CHF | 160 000 | 160 000 | 159 796 | 159 796 | 311 692 CHF | 313 290 CHF | 100,00% | 100,00% |
08/11/2024 | 0,53% | 1,85 CHF | 1,86 CHF | 164 000 | 164 000 | 162 819 | 162 819 | 305 898 CHF | 307 526 CHF | 98,50% | 98,50% |
07/11/2024 | 0,49% | 1,99 CHF | 2,00 CHF | 160 000 | 160 000 | 156 109 | 156 109 | 316 051 CHF | 317 612 CHF | 100,00% | 100,00% |