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 | 0,88% | 1,11 CHF | 1,12 CHF | 190 000 | 190 000 | 189 769 | 189 769 | 214 836 CHF | 216 734 CHF | 99,41% | 99,41% |
19/11/2024 | 0,92% | 1,10 CHF | 1,11 CHF | 190 000 | 190 000 | 189 399 | 189 399 | 205 429 CHF | 207 324 CHF | 99,78% | 99,78% |
18/11/2024 | 0,90% | 1,12 CHF | 1,13 CHF | 190 000 | 190 000 | 189 873 | 189 873 | 210 432 CHF | 212 330 CHF | 99,88% | 99,88% |
15/11/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 190 000 | 190 000 | 189 273 | 189 273 | 208 016 CHF | 209 909 CHF | 99,89% | 99,89% |
14/11/2024 | 0,90% | 1,13 CHF | 1,14 CHF | 190 000 | 190 000 | 189 741 | 189 741 | 210 634 CHF | 212 531 CHF | 98,65% | 98,65% |
13/11/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 190 000 | 190 000 | 189 810 | 189 810 | 208 399 CHF | 210 297 CHF | 99,86% | 99,86% |
12/11/2024 | 0,88% | 1,12 CHF | 1,13 CHF | 190 000 | 190 000 | 188 239 | 188 239 | 214 963 CHF | 216 846 CHF | 99,88% | 99,88% |
11/11/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 180 000 | 180 000 | 186 692 | 186 692 | 215 830 CHF | 217 697 CHF | 100,00% | 100,00% |
08/11/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 190 000 | 190 000 | 189 775 | 189 775 | 213 671 CHF | 215 569 CHF | 98,29% | 98,29% |
07/11/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 180 000 | 180 000 | 179 727 | 179 727 | 214 634 CHF | 216 432 CHF | 99,89% | 99,89% |