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 | 0,58% | 1,83 CHF | 1,84 CHF | 165 000 | 165 000 | 72 206 | 72 206 | 128 118 CHF | 128 842 CHF | 99,57% | 99,57% |
19/11/2024 | 0,60% | 1,74 CHF | 1,75 CHF | 160 000 | 160 000 | 71 489 | 71 489 | 127 876 CHF | 128 604 CHF | 99,18% | 99,18% |
18/11/2024 | 0,54% | 1,87 CHF | 1,88 CHF | 170 000 | 170 000 | 75 913 | 75 913 | 142 407 CHF | 143 168 CHF | 99,90% | 99,90% |
15/11/2024 | 0,55% | 1,91 CHF | 1,92 CHF | 170 000 | 170 000 | 69 356 | 69 356 | 131 512 CHF | 132 207 CHF | 91,93% | 91,93% |
14/11/2024 | 0,63% | 1,64 CHF | 1,65 CHF | 150 000 | 150 000 | 66 105 | 66 105 | 108 779 CHF | 109 448 CHF | 99,72% | 99,72% |
13/11/2024 | 0,59% | 1,67 CHF | 1,68 CHF | 150 000 | 150 000 | 70 324 | 70 324 | 121 062 CHF | 121 767 CHF | 99,93% | 99,93% |
12/11/2024 | 0,59% | 1,74 CHF | 1,75 CHF | 160 000 | 160 000 | 70 301 | 70 301 | 121 330 CHF | 122 034 CHF | 99,87% | 99,87% |
11/11/2024 | 0,74% | 1,71 CHF | 1,72 CHF | 155 000 | 155 000 | 63 857 | 63 857 | 107 810 CHF | 108 505 CHF | 99,90% | 99,90% |
08/11/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 150 000 | 150 000 | 69 292 | 69 292 | 113 011 CHF | 113 705 CHF | 97,39% | 97,39% |
07/11/2024 | 0,59% | 1,71 CHF | 1,72 CHF | 160 000 | 160 000 | 71 185 | 71 185 | 122 411 CHF | 123 124 CHF | 100,00% | 100,00% |