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 | 0,87% | 1,19 CHF | 1,20 CHF | 310 000 | 310 000 | 137 355 | 137 355 | 161 565 CHF | 162 941 CHF | 99,90% | 99,90% |
19/11/2024 | 0,88% | 1,16 CHF | 1,17 CHF | 305 000 | 305 000 | 132 787 | 132 787 | 153 973 CHF | 155 303 CHF | 100,00% | 100,00% |
18/11/2024 | 0,90% | 1,16 CHF | 1,17 CHF | 305 000 | 305 000 | 133 019 | 133 019 | 151 790 CHF | 153 122 CHF | 99,90% | 99,90% |
15/11/2024 | 0,90% | 1,13 CHF | 1,14 CHF | 295 000 | 295 000 | 116 871 | 116 871 | 131 799 CHF | 132 970 CHF | 99,45% | 99,45% |
14/11/2024 | 0,90% | 1,13 CHF | 1,14 CHF | 295 000 | 295 000 | 131 694 | 131 694 | 148 668 CHF | 149 987 CHF | 100,00% | 100,00% |
13/11/2024 | 0,91% | 1,12 CHF | 1,13 CHF | 295 000 | 295 000 | 131 709 | 131 709 | 147 284 CHF | 148 604 CHF | 100,00% | 100,00% |
12/11/2024 | 0,91% | 1,12 CHF | 1,13 CHF | 295 000 | 295 000 | 131 918 | 131 918 | 147 309 CHF | 148 631 CHF | 99,85% | 99,85% |
11/11/2024 | 0,91% | 1,11 CHF | 1,12 CHF | 295 000 | 295 000 | 132 694 | 132 694 | 148 166 CHF | 149 495 CHF | 99,55% | 99,55% |
08/11/2024 | 0,91% | 1,12 CHF | 1,13 CHF | 300 000 | 300 000 | 135 235 | 135 235 | 151 225 CHF | 152 580 CHF | 99,46% | 99,46% |
07/11/2024 | 0,91% | 1,12 CHF | 1,13 CHF | 300 000 | 300 000 | 130 877 | 130 877 | 146 435 CHF | 147 746 CHF | 99,90% | 99,90% |