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 | 0,55% | 1,87 CHF | 1,88 CHF | 310 000 | 310 000 | 137 154 | 137 154 | 255 321 CHF | 256 695 CHF | 99,68% | 99,68% |
19/11/2024 | 0,55% | 1,85 CHF | 1,86 CHF | 305 000 | 305 000 | 132 718 | 132 718 | 244 560 CHF | 245 889 CHF | 99,91% | 99,91% |
18/11/2024 | 0,56% | 1,85 CHF | 1,86 CHF | 305 000 | 305 000 | 131 636 | 131 636 | 240 501 CHF | 241 820 CHF | 99,04% | 99,04% |
15/11/2024 | 0,56% | 1,82 CHF | 1,83 CHF | 295 000 | 295 000 | 116 684 | 116 684 | 211 822 CHF | 212 991 CHF | 98,95% | 98,95% |
14/11/2024 | 0,56% | 1,82 CHF | 1,83 CHF | 295 000 | 295 000 | 131 451 | 131 451 | 238 847 CHF | 240 164 CHF | 99,86% | 99,86% |
13/11/2024 | 0,57% | 1,81 CHF | 1,82 CHF | 295 000 | 295 000 | 130 924 | 130 924 | 235 645 CHF | 236 956 CHF | 99,45% | 99,45% |
12/11/2024 | 0,56% | 1,80 CHF | 1,81 CHF | 295 000 | 295 000 | 131 094 | 131 094 | 236 067 CHF | 237 380 CHF | 99,32% | 99,32% |
11/11/2024 | 0,57% | 1,80 CHF | 1,81 CHF | 295 000 | 295 000 | 132 106 | 132 106 | 237 690 CHF | 239 013 CHF | 99,28% | 99,28% |
08/11/2024 | 0,57% | 1,79 CHF | 1,80 CHF | 300 000 | 300 000 | 134 990 | 134 990 | 242 127 CHF | 243 479 CHF | 99,42% | 99,42% |
07/11/2024 | 0,57% | 1,79 CHF | 1,80 CHF | 300 000 | 300 000 | 129 403 | 129 403 | 232 252 CHF | 233 549 CHF | 98,31% | 98,31% |