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 | 0,95% | 1,56 CHF | 1,57 CHF | 132 000 | 132 000 | 58 466 | 58 466 | 93 869 CHF | 94 630 CHF | 99,38% | 99,38% |
19/11/2024 | 0,95% | 1,62 CHF | 1,63 CHF | 131 000 | 131 000 | 58 568 | 58 568 | 94 550 CHF | 95 310 CHF | 100,00% | 100,00% |
18/11/2024 | 0,94% | 1,63 CHF | 1,64 CHF | 130 000 | 130 000 | 58 115 | 58 115 | 94 744 CHF | 95 501 CHF | 99,73% | 99,73% |
15/11/2024 | 0,95% | 1,64 CHF | 1,65 CHF | 130 000 | 130 000 | 58 118 | 58 118 | 94 941 CHF | 95 697 CHF | 100,00% | 100,00% |
14/11/2024 | 0,94% | 1,63 CHF | 1,64 CHF | 130 000 | 130 000 | 58 301 | 58 301 | 95 947 CHF | 96 708 CHF | 98,57% | 98,57% |
13/11/2024 | 0,91% | 1,63 CHF | 1,64 CHF | 130 000 | 130 000 | 57 620 | 57 620 | 96 447 CHF | 97 195 CHF | 98,70% | 98,70% |
12/11/2024 | 0,91% | 1,71 CHF | 1,72 CHF | 128 000 | 128 000 | 57 703 | 57 703 | 98 361 CHF | 99 110 CHF | 99,87% | 99,87% |
11/11/2024 | 0,92% | 1,72 CHF | 1,73 CHF | 128 000 | 128 000 | 57 768 | 57 768 | 98 322 CHF | 99 074 CHF | 99,90% | 99,90% |
08/11/2024 | 0,96% | 1,66 CHF | 1,67 CHF | 130 000 | 130 000 | 59 196 | 59 196 | 95 954 CHF | 96 721 CHF | 99,04% | 99,04% |
07/11/2024 | 0,95% | 1,59 CHF | 1,60 CHF | 133 000 | 133 000 | 59 046 | 59 046 | 95 468 CHF | 96 233 CHF | 99,96% | 99,96% |