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 | 0,67% | 1,53 CHF | 1,54 CHF | 310 000 | 310 000 | 137 350 | 137 350 | 208 290 CHF | 209 666 CHF | 99,90% | 99,90% |
19/11/2024 | 0,68% | 1,50 CHF | 1,51 CHF | 305 000 | 305 000 | 132 795 | 132 795 | 199 084 CHF | 200 415 CHF | 100,00% | 100,00% |
18/11/2024 | 0,69% | 1,50 CHF | 1,51 CHF | 305 000 | 305 000 | 133 016 | 133 016 | 197 095 CHF | 198 428 CHF | 99,89% | 99,89% |
15/11/2024 | 0,69% | 1,47 CHF | 1,48 CHF | 295 000 | 295 000 | 116 870 | 116 870 | 171 718 CHF | 172 889 CHF | 99,45% | 99,45% |
14/11/2024 | 0,69% | 1,47 CHF | 1,48 CHF | 295 000 | 295 000 | 131 694 | 131 694 | 193 560 CHF | 194 880 CHF | 100,00% | 100,00% |
13/11/2024 | 0,70% | 1,46 CHF | 1,47 CHF | 295 000 | 295 000 | 131 711 | 131 711 | 192 051 CHF | 193 371 CHF | 100,00% | 100,00% |
12/11/2024 | 0,70% | 1,46 CHF | 1,47 CHF | 295 000 | 295 000 | 131 914 | 131 914 | 192 130 CHF | 193 452 CHF | 99,85% | 99,85% |
11/11/2024 | 0,70% | 1,45 CHF | 1,46 CHF | 295 000 | 295 000 | 132 675 | 132 675 | 193 021 CHF | 194 350 CHF | 99,57% | 99,57% |
08/11/2024 | 0,70% | 1,45 CHF | 1,46 CHF | 300 000 | 300 000 | 135 395 | 135 395 | 196 852 CHF | 198 208 CHF | 99,19% | 99,19% |
07/11/2024 | 0,70% | 1,45 CHF | 1,46 CHF | 300 000 | 300 000 | 130 874 | 130 874 | 190 330 CHF | 191 642 CHF | 99,90% | 99,90% |