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 | 0,86% | 1,74 CHF | 1,75 CHF | 132 000 | 132 000 | 58 499 | 58 499 | 104 767 CHF | 105 528 CHF | 99,45% | 99,45% |
19/11/2024 | 0,86% | 1,80 CHF | 1,81 CHF | 131 000 | 131 000 | 58 567 | 58 567 | 105 335 CHF | 106 095 CHF | 100,00% | 100,00% |
18/11/2024 | 0,85% | 1,82 CHF | 1,83 CHF | 130 000 | 130 000 | 57 960 | 57 960 | 105 286 CHF | 106 042 CHF | 99,46% | 99,46% |
15/11/2024 | 0,85% | 1,82 CHF | 1,83 CHF | 130 000 | 130 000 | 58 103 | 58 103 | 105 657 CHF | 106 413 CHF | 100,00% | 100,00% |
14/11/2024 | 0,85% | 1,82 CHF | 1,83 CHF | 130 000 | 130 000 | 58 209 | 58 209 | 106 566 CHF | 107 325 CHF | 98,49% | 98,49% |
13/11/2024 | 0,82% | 1,82 CHF | 1,83 CHF | 130 000 | 130 000 | 57 513 | 57 513 | 106 846 CHF | 107 594 CHF | 99,05% | 99,05% |
12/11/2024 | 0,82% | 1,89 CHF | 1,90 CHF | 128 000 | 128 000 | 57 704 | 57 704 | 108 970 CHF | 109 719 CHF | 99,88% | 99,88% |
11/11/2024 | 0,83% | 1,91 CHF | 1,92 CHF | 128 000 | 128 000 | 57 764 | 57 764 | 108 892 CHF | 109 644 CHF | 99,90% | 99,90% |
08/11/2024 | 0,86% | 1,84 CHF | 1,85 CHF | 130 000 | 130 000 | 59 197 | 59 197 | 106 715 CHF | 107 482 CHF | 99,04% | 99,04% |
07/11/2024 | 0,85% | 1,77 CHF | 1,78 CHF | 133 000 | 133 000 | 59 005 | 59 005 | 106 099 CHF | 106 863 CHF | 100,00% | 100,00% |