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 | 0,53% | 1,87 CHF | 1,88 CHF | 200 000 | 200 000 | 198 963 | 198 928 | 374 294 CHF | 376 220 CHF | 98,13% | 99,98% |
19/11/2024 | 0,56% | 1,81 CHF | 1,82 CHF | 200 000 | 200 000 | 198 952 | 198 921 | 357 090 CHF | 359 025 CHF | 96,85% | 98,70% |
18/11/2024 | 0,54% | 1,85 CHF | 1,86 CHF | 200 000 | 200 000 | 198 971 | 198 922 | 368 401 CHF | 370 300 CHF | 98,13% | 99,97% |
15/11/2024 | 0,53% | 1,84 CHF | 1,85 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 374 593 CHF | 376 593 CHF | 70,86% | 70,86% |
14/11/2024 | 0,53% | 1,90 CHF | 1,91 CHF | 200 000 | 200 000 | 198 966 | 198 919 | 378 537 CHF | 380 437 CHF | 98,13% | 99,98% |
13/11/2024 | 0,55% | 1,85 CHF | 1,86 CHF | 200 000 | 200 000 | 198 812 | 196 779 | 366 011 CHF | 364 236 CHF | 91,30% | 92,09% |
12/11/2024 | 0,56% | 1,82 CHF | 1,83 CHF | 200 000 | 200 000 | 198 879 | 198 053 | 359 267 CHF | 359 747 CHF | 98,61% | 99,96% |
11/11/2024 | 0,56% | 1,79 CHF | 1,80 CHF | 200 000 | 200 000 | 198 142 | 195 826 | 353 299 CHF | 351 119 CHF | 99,82% | 99,95% |
08/11/2024 | 0,59% | 1,72 CHF | 1,73 CHF | 200 000 | 200 000 | 198 985 | 197 058 | 340 117 CHF | 338 785 CHF | 99,17% | 99,97% |
07/11/2024 | 0,57% | 1,74 CHF | 1,75 CHF | 200 000 | 200 000 | 198 601 | 196 074 | 351 902 CHF | 349 414 CHF | 99,70% | 99,97% |