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 | 0,66% | 1,48 CHF | 1,49 CHF | 113 000 | 113 000 | 112 300 | 112 300 | 169 055 CHF | 170 178 CHF | 99,48% | 99,48% |
19/11/2024 | 0,67% | 1,47 CHF | 1,48 CHF | 113 000 | 113 000 | 112 951 | 112 951 | 167 798 CHF | 168 927 CHF | 100,00% | 100,00% |
18/11/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 113 000 | 113 000 | 112 997 | 112 997 | 167 143 CHF | 168 273 CHF | 99,89% | 99,89% |
15/11/2024 | 0,68% | 1,47 CHF | 1,48 CHF | 113 000 | 113 000 | 113 673 | 113 673 | 165 813 CHF | 166 950 CHF | 100,00% | 100,00% |
14/11/2024 | 0,71% | 1,44 CHF | 1,45 CHF | 114 000 | 114 000 | 114 610 | 114 610 | 161 676 CHF | 162 822 CHF | 98,66% | 98,66% |
13/11/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 115 000 | 115 000 | 115 518 | 115 518 | 157 938 CHF | 159 094 CHF | 100,00% | 100,00% |
12/11/2024 | 0,73% | 1,32 CHF | 1,33 CHF | 117 000 | 117 000 | 115 586 | 115 586 | 157 498 CHF | 158 654 CHF | 99,88% | 99,88% |
11/11/2024 | 0,70% | 1,42 CHF | 1,43 CHF | 114 000 | 114 000 | 114 636 | 114 636 | 162 100 CHF | 163 247 CHF | 100,00% | 100,00% |
08/11/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 116 000 | 116 000 | 115 899 | 115 899 | 157 015 CHF | 158 174 CHF | 98,29% | 98,29% |
07/11/2024 | 0,70% | 1,41 CHF | 1,42 CHF | 115 000 | 115 000 | 114 549 | 114 549 | 162 314 CHF | 163 460 CHF | 100,00% | 100,00% |