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 | 0,77% | 1,31 CHF | 1,32 CHF | 275 000 | 275 000 | 268 988 | 268 988 | 349 287 CHF | 351 977 CHF | 99,47% | 99,47% |
19/11/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 265 000 | 265 000 | 260 823 | 260 823 | 329 154 CHF | 331 762 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 1,25 CHF | 1,26 CHF | 255 000 | 255 000 | 253 757 | 253 757 | 313 810 CHF | 316 347 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 255 000 | 255 000 | 253 095 | 253 095 | 312 354 CHF | 314 885 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 255 000 | 255 000 | 254 941 | 254 941 | 317 406 CHF | 319 956 CHF | 99,34% | 99,34% |
13/11/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 260 000 | 260 000 | 255 167 | 255 167 | 317 149 CHF | 319 701 CHF | 100,00% | 100,00% |
12/11/2024 | 0,84% | 1,23 CHF | 1,24 CHF | 255 000 | 255 000 | 244 733 | 244 733 | 295 786 CHF | 298 239 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 250 000 | 250 000 | 248 430 | 248 430 | 301 799 CHF | 304 284 CHF | 99,24% | 99,24% |
08/11/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 250 000 | 250 000 | 248 181 | 248 181 | 301 713 CHF | 304 195 CHF | 100,00% | 100,00% |
07/11/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 240 000 | 240 000 | 243 382 | 243 382 | 293 319 CHF | 295 753 CHF | 99,40% | 99,40% |