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 | 0,79% | 1,30 CHF | 1,31 CHF | 310 000 | 310 000 | 137 349 | 137 349 | 177 476 CHF | 178 852 CHF | 99,90% | 99,90% |
19/11/2024 | 0,80% | 1,28 CHF | 1,29 CHF | 305 000 | 305 000 | 132 793 | 132 793 | 169 302 CHF | 170 633 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 1,28 CHF | 1,29 CHF | 305 000 | 305 000 | 133 017 | 133 017 | 167 374 CHF | 168 707 CHF | 99,90% | 99,90% |
15/11/2024 | 0,82% | 1,25 CHF | 1,26 CHF | 295 000 | 295 000 | 116 871 | 116 871 | 145 421 CHF | 146 592 CHF | 99,45% | 99,45% |
14/11/2024 | 0,82% | 1,25 CHF | 1,26 CHF | 295 000 | 295 000 | 131 686 | 131 686 | 164 108 CHF | 165 428 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 1,24 CHF | 1,25 CHF | 295 000 | 295 000 | 131 710 | 131 710 | 162 449 CHF | 163 768 CHF | 100,00% | 100,00% |
12/11/2024 | 0,82% | 1,23 CHF | 1,24 CHF | 295 000 | 295 000 | 131 918 | 131 918 | 163 032 CHF | 164 354 CHF | 99,85% | 99,85% |
11/11/2024 | 0,82% | 1,23 CHF | 1,24 CHF | 295 000 | 295 000 | 132 677 | 132 677 | 163 748 CHF | 165 077 CHF | 99,56% | 99,56% |
08/11/2024 | 0,82% | 1,23 CHF | 1,24 CHF | 300 000 | 300 000 | 135 399 | 135 399 | 167 078 CHF | 168 435 CHF | 99,17% | 99,17% |
07/11/2024 | 0,82% | 1,23 CHF | 1,24 CHF | 300 000 | 300 000 | 130 878 | 130 878 | 161 486 CHF | 162 798 CHF | 99,90% | 99,90% |