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 | 0,56% | 1,74 CHF | 1,75 CHF | 113 000 | 113 000 | 112 300 | 112 300 | 198 239 CHF | 199 362 CHF | 99,48% | 99,48% |
19/11/2024 | 0,57% | 1,73 CHF | 1,74 CHF | 113 000 | 113 000 | 112 951 | 112 951 | 197 100 CHF | 198 230 CHF | 100,00% | 100,00% |
18/11/2024 | 0,57% | 1,76 CHF | 1,77 CHF | 113 000 | 113 000 | 112 997 | 112 997 | 196 499 CHF | 197 629 CHF | 99,89% | 99,89% |
15/11/2024 | 0,58% | 1,73 CHF | 1,74 CHF | 113 000 | 113 000 | 113 673 | 113 673 | 195 290 CHF | 196 427 CHF | 100,00% | 100,00% |
14/11/2024 | 0,60% | 1,70 CHF | 1,71 CHF | 114 000 | 114 000 | 114 611 | 114 611 | 191 415 CHF | 192 561 CHF | 98,53% | 98,53% |
13/11/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 115 000 | 115 000 | 115 518 | 115 518 | 187 937 CHF | 189 092 CHF | 100,00% | 100,00% |
12/11/2024 | 0,61% | 1,58 CHF | 1,59 CHF | 117 000 | 117 000 | 115 585 | 115 585 | 187 539 CHF | 188 695 CHF | 99,88% | 99,88% |
11/11/2024 | 0,60% | 1,68 CHF | 1,69 CHF | 114 000 | 114 000 | 114 635 | 114 635 | 191 795 CHF | 192 942 CHF | 100,00% | 100,00% |
08/11/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 116 000 | 116 000 | 115 899 | 115 899 | 187 124 CHF | 188 283 CHF | 98,29% | 98,29% |
07/11/2024 | 0,59% | 1,67 CHF | 1,68 CHF | 115 000 | 115 000 | 114 549 | 114 549 | 192 023 CHF | 193 168 CHF | 100,00% | 100,00% |