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 | 0,83% | 1,24 CHF | 1,25 CHF | 310 000 | 310 000 | 137 354 | 137 354 | 168 229 CHF | 169 605 CHF | 99,90% | 99,90% |
19/11/2024 | 0,84% | 1,21 CHF | 1,22 CHF | 305 000 | 305 000 | 132 793 | 132 793 | 160 479 CHF | 161 810 CHF | 100,00% | 100,00% |
18/11/2024 | 0,86% | 1,21 CHF | 1,22 CHF | 305 000 | 305 000 | 133 020 | 133 020 | 158 407 CHF | 159 739 CHF | 99,90% | 99,90% |
15/11/2024 | 0,86% | 1,18 CHF | 1,19 CHF | 295 000 | 295 000 | 116 873 | 116 873 | 137 632 CHF | 138 803 CHF | 99,45% | 99,45% |
14/11/2024 | 0,86% | 1,18 CHF | 1,19 CHF | 295 000 | 295 000 | 131 686 | 131 686 | 155 227 CHF | 156 546 CHF | 100,00% | 100,00% |
13/11/2024 | 0,87% | 1,17 CHF | 1,18 CHF | 295 000 | 295 000 | 131 706 | 131 706 | 153 845 CHF | 155 165 CHF | 100,00% | 100,00% |
12/11/2024 | 0,87% | 1,17 CHF | 1,18 CHF | 295 000 | 295 000 | 131 918 | 131 918 | 153 881 CHF | 155 203 CHF | 99,85% | 99,85% |
11/11/2024 | 0,87% | 1,16 CHF | 1,17 CHF | 295 000 | 295 000 | 132 688 | 132 688 | 154 631 CHF | 155 961 CHF | 99,60% | 99,60% |
08/11/2024 | 0,87% | 1,16 CHF | 1,17 CHF | 300 000 | 300 000 | 134 921 | 134 921 | 157 560 CHF | 158 912 CHF | 100,00% | 100,00% |
07/11/2024 | 0,87% | 1,16 CHF | 1,17 CHF | 300 000 | 300 000 | 130 873 | 130 873 | 152 650 CHF | 153 962 CHF | 99,90% | 99,90% |