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 | 0,60% | 1,71 CHF | 1,72 CHF | 310 000 | 310 000 | 137 347 | 137 347 | 233 465 CHF | 234 841 CHF | 99,89% | 99,89% |
19/11/2024 | 0,61% | 1,69 CHF | 1,70 CHF | 305 000 | 305 000 | 132 792 | 132 792 | 223 284 CHF | 224 615 CHF | 100,00% | 100,00% |
18/11/2024 | 0,62% | 1,69 CHF | 1,70 CHF | 305 000 | 305 000 | 133 014 | 133 014 | 221 324 CHF | 222 657 CHF | 99,89% | 99,89% |
15/11/2024 | 0,62% | 1,65 CHF | 1,66 CHF | 295 000 | 295 000 | 116 868 | 116 868 | 193 136 CHF | 194 307 CHF | 99,45% | 99,45% |
14/11/2024 | 0,62% | 1,65 CHF | 1,66 CHF | 295 000 | 295 000 | 131 694 | 131 694 | 217 707 CHF | 219 027 CHF | 100,00% | 100,00% |
13/11/2024 | 0,62% | 1,64 CHF | 1,65 CHF | 295 000 | 295 000 | 131 708 | 131 708 | 215 824 CHF | 217 144 CHF | 100,00% | 100,00% |
12/11/2024 | 0,62% | 1,64 CHF | 1,65 CHF | 295 000 | 295 000 | 131 912 | 131 912 | 216 034 CHF | 217 356 CHF | 99,85% | 99,85% |
11/11/2024 | 0,62% | 1,64 CHF | 1,65 CHF | 295 000 | 295 000 | 132 672 | 132 672 | 217 151 CHF | 218 480 CHF | 99,58% | 99,58% |
08/11/2024 | 0,62% | 1,63 CHF | 1,64 CHF | 300 000 | 300 000 | 135 378 | 135 378 | 221 177 CHF | 222 533 CHF | 99,22% | 99,22% |
07/11/2024 | 0,62% | 1,63 CHF | 1,64 CHF | 300 000 | 300 000 | 130 873 | 130 873 | 213 909 CHF | 215 220 CHF | 99,90% | 99,90% |