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% | 1,89 CHF | 1,90 CHF | 165 000 | 165 000 | 72 207 | 72 207 | 133 058 CHF | 133 782 CHF | 99,57% | 99,57% |
19/11/2024 | 0,58% | 1,81 CHF | 1,82 CHF | 160 000 | 160 000 | 71 487 | 71 487 | 132 698 CHF | 133 426 CHF | 99,24% | 99,24% |
18/11/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 170 000 | 170 000 | 75 913 | 75 913 | 147 523 CHF | 148 284 CHF | 99,90% | 99,90% |
15/11/2024 | 0,53% | 1,98 CHF | 1,99 CHF | 170 000 | 170 000 | 69 353 | 69 353 | 136 132 CHF | 136 827 CHF | 91,93% | 91,93% |
14/11/2024 | 0,60% | 1,70 CHF | 1,71 CHF | 150 000 | 150 000 | 66 100 | 66 100 | 113 360 CHF | 114 030 CHF | 99,72% | 99,72% |
13/11/2024 | 0,56% | 1,74 CHF | 1,75 CHF | 150 000 | 150 000 | 70 322 | 70 322 | 125 878 CHF | 126 583 CHF | 99,93% | 99,93% |
12/11/2024 | 0,57% | 1,81 CHF | 1,82 CHF | 160 000 | 160 000 | 70 286 | 70 286 | 126 018 CHF | 126 722 CHF | 99,92% | 99,92% |
11/11/2024 | 0,71% | 1,78 CHF | 1,79 CHF | 155 000 | 155 000 | 63 858 | 63 858 | 112 179 CHF | 112 874 CHF | 99,90% | 99,90% |
08/11/2024 | 0,60% | 1,68 CHF | 1,69 CHF | 150 000 | 150 000 | 69 243 | 69 243 | 117 572 CHF | 118 266 CHF | 97,44% | 97,44% |
07/11/2024 | 0,57% | 1,78 CHF | 1,79 CHF | 160 000 | 160 000 | 71 183 | 71 183 | 127 159 CHF | 127 872 CHF | 100,00% | 100,00% |