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 | 0,83% | 1,81 CHF | 1,82 CHF | 132 000 | 132 000 | 58 459 | 58 459 | 108 727 CHF | 109 487 CHF | 99,34% | 99,34% |
19/11/2024 | 0,82% | 1,87 CHF | 1,88 CHF | 131 000 | 131 000 | 58 577 | 58 577 | 109 375 CHF | 110 135 CHF | 100,00% | 100,00% |
18/11/2024 | 0,82% | 1,89 CHF | 1,90 CHF | 130 000 | 130 000 | 58 173 | 58 173 | 109 632 CHF | 110 389 CHF | 99,78% | 99,78% |
15/11/2024 | 0,82% | 1,89 CHF | 1,90 CHF | 130 000 | 130 000 | 58 118 | 58 118 | 109 717 CHF | 110 473 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 1,89 CHF | 1,90 CHF | 130 000 | 130 000 | 58 308 | 58 308 | 110 722 CHF | 111 483 CHF | 98,57% | 98,57% |
13/11/2024 | 0,79% | 1,89 CHF | 1,90 CHF | 130 000 | 130 000 | 57 751 | 57 751 | 111 261 CHF | 112 010 CHF | 99,80% | 99,80% |
12/11/2024 | 0,79% | 1,96 CHF | 1,97 CHF | 128 000 | 128 000 | 57 703 | 57 703 | 112 882 CHF | 113 631 CHF | 99,88% | 99,88% |
11/11/2024 | 0,80% | 1,97 CHF | 1,98 CHF | 128 000 | 128 000 | 57 768 | 57 768 | 112 846 CHF | 113 598 CHF | 99,90% | 99,90% |
08/11/2024 | 0,83% | 1,91 CHF | 1,92 CHF | 130 000 | 130 000 | 59 199 | 59 199 | 110 724 CHF | 111 492 CHF | 99,05% | 99,05% |
07/11/2024 | 0,82% | 1,84 CHF | 1,85 CHF | 133 000 | 133 000 | 59 035 | 59 035 | 110 189 CHF | 110 954 CHF | 100,00% | 100,00% |