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 | 0,91% | 1,11 CHF | 1,12 CHF | 375 000 | 375 000 | 168 299 | 168 299 | 189 206 CHF | 190 893 CHF | 99,91% | 99,91% |
19/11/2024 | 0,91% | 1,13 CHF | 1,14 CHF | 380 000 | 380 000 | 168 484 | 168 484 | 188 906 CHF | 190 594 CHF | 100,00% | 100,00% |
18/11/2024 | 0,93% | 1,10 CHF | 1,11 CHF | 375 000 | 375 000 | 162 422 | 162 422 | 177 087 CHF | 178 714 CHF | 99,64% | 99,64% |
15/11/2024 | 0,87% | 1,11 CHF | 1,12 CHF | 375 000 | 375 000 | 123 898 | 123 898 | 141 779 CHF | 143 022 CHF | 98,89% | 98,89% |
14/11/2024 | 1,48% | 1,15 CHF | 1,16 CHF | 380 000 | 380 000 | 127 418 | 127 418 | 148 502 CHF | 149 937 CHF | 95,14% | 95,14% |
13/11/2024 | 0,77% | 1,31 CHF | 1,32 CHF | 420 000 | 420 000 | 187 536 | 187 536 | 247 415 CHF | 249 294 CHF | 99,78% | 99,78% |
12/11/2024 | 0,77% | 1,33 CHF | 1,34 CHF | 425 000 | 425 000 | 188 507 | 188 507 | 250 244 CHF | 252 133 CHF | 100,00% | 100,00% |
11/11/2024 | 0,76% | 1,33 CHF | 1,34 CHF | 425 000 | 425 000 | 190 871 | 190 871 | 254 807 CHF | 256 719 CHF | 99,90% | 99,90% |
08/11/2024 | 0,76% | 1,35 CHF | 1,36 CHF | 435 000 | 435 000 | 194 330 | 194 330 | 261 432 CHF | 263 379 CHF | 100,00% | 100,00% |
07/11/2024 | 0,76% | 1,34 CHF | 1,35 CHF | 435 000 | 435 000 | 193 441 | 193 441 | 259 236 CHF | 261 174 CHF | 99,86% | 99,86% |