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 | 0,67% | 1,50 CHF | 1,51 CHF | 375 000 | 375 000 | 203 540 | 203 540 | 310 430 CHF | 312 472 CHF | 99,89% | 99,89% |
19/11/2024 | 0,67% | 1,55 CHF | 1,56 CHF | 370 000 | 370 000 | 204 952 | 204 952 | 312 468 CHF | 314 521 CHF | 100,00% | 100,00% |
18/11/2024 | 0,68% | 1,54 CHF | 1,55 CHF | 370 000 | 370 000 | 205 052 | 205 052 | 308 479 CHF | 310 535 CHF | 99,89% | 99,89% |
15/11/2024 | 0,68% | 1,48 CHF | 1,49 CHF | 375 000 | 375 000 | 205 823 | 205 823 | 308 397 CHF | 310 459 CHF | 99,90% | 99,90% |
14/11/2024 | 0,68% | 1,51 CHF | 1,52 CHF | 375 000 | 375 000 | 206 086 | 206 086 | 307 350 CHF | 309 415 CHF | 99,27% | 99,27% |
13/11/2024 | 0,70% | 1,46 CHF | 1,47 CHF | 380 000 | 380 000 | 208 578 | 208 578 | 303 405 CHF | 305 495 CHF | 100,00% | 100,00% |
12/11/2024 | 0,70% | 1,48 CHF | 1,49 CHF | 380 000 | 380 000 | 208 780 | 208 780 | 304 864 CHF | 306 956 CHF | 99,58% | 99,58% |
11/11/2024 | 0,69% | 1,44 CHF | 1,45 CHF | 380 000 | 380 000 | 207 187 | 207 187 | 305 733 CHF | 307 809 CHF | 99,66% | 99,66% |
08/11/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 380 000 | 380 000 | 207 228 | 207 228 | 312 571 CHF | 314 647 CHF | 97,06% | 97,06% |
07/11/2024 | 0,70% | 1,48 CHF | 1,49 CHF | 380 000 | 380 000 | 210 300 | 210 300 | 305 565 CHF | 307 672 CHF | 100,00% | 100,00% |