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 | 0,91% | 1,63 CHF | 1,64 CHF | 132 000 | 132 000 | 58 460 | 58 460 | 98 030 CHF | 98 791 CHF | 99,34% | 99,34% |
19/11/2024 | 0,91% | 1,69 CHF | 1,70 CHF | 131 000 | 131 000 | 58 578 | 58 578 | 98 716 CHF | 99 476 CHF | 100,00% | 100,00% |
18/11/2024 | 0,90% | 1,71 CHF | 1,72 CHF | 130 000 | 130 000 | 58 173 | 58 173 | 98 958 CHF | 99 715 CHF | 99,78% | 99,78% |
15/11/2024 | 0,91% | 1,71 CHF | 1,72 CHF | 130 000 | 130 000 | 58 103 | 58 103 | 99 078 CHF | 99 833 CHF | 100,00% | 100,00% |
14/11/2024 | 0,90% | 1,70 CHF | 1,71 CHF | 130 000 | 130 000 | 58 306 | 58 306 | 100 076 CHF | 100 836 CHF | 98,50% | 98,50% |
13/11/2024 | 0,87% | 1,70 CHF | 1,71 CHF | 130 000 | 130 000 | 57 749 | 57 749 | 100 776 CHF | 101 524 CHF | 99,80% | 99,80% |
12/11/2024 | 0,87% | 1,78 CHF | 1,79 CHF | 128 000 | 128 000 | 57 696 | 57 696 | 102 420 CHF | 103 168 CHF | 99,90% | 99,90% |
11/11/2024 | 0,88% | 1,79 CHF | 1,80 CHF | 128 000 | 128 000 | 57 768 | 57 768 | 102 396 CHF | 103 148 CHF | 99,90% | 99,90% |
08/11/2024 | 0,92% | 1,73 CHF | 1,74 CHF | 130 000 | 130 000 | 59 195 | 59 195 | 100 095 CHF | 100 862 CHF | 99,05% | 99,05% |
07/11/2024 | 0,91% | 1,66 CHF | 1,67 CHF | 133 000 | 133 000 | 59 032 | 59 032 | 99 575 CHF | 100 339 CHF | 100,00% | 100,00% |