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 | 0,79% | 1,27 CHF | 1,28 CHF | 310 000 | 310 000 | 166 131 | 166 131 | 215 611 CHF | 217 278 CHF | 99,90% | 99,90% |
19/11/2024 | 0,80% | 1,33 CHF | 1,34 CHF | 300 000 | 300 000 | 170 467 | 170 467 | 221 203 CHF | 222 924 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 1,32 CHF | 1,33 CHF | 300 000 | 300 000 | 172 943 | 172 943 | 219 693 CHF | 221 427 CHF | 99,89% | 99,89% |
15/11/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 310 000 | 310 000 | 174 211 | 174 211 | 219 789 CHF | 221 535 CHF | 99,90% | 99,90% |
14/11/2024 | 0,82% | 1,28 CHF | 1,29 CHF | 310 000 | 310 000 | 172 684 | 172 684 | 216 341 CHF | 218 075 CHF | 99,31% | 99,31% |
13/11/2024 | 0,85% | 1,22 CHF | 1,23 CHF | 310 000 | 310 000 | 172 860 | 172 860 | 209 199 CHF | 210 934 CHF | 100,00% | 100,00% |
12/11/2024 | 0,85% | 1,24 CHF | 1,25 CHF | 310 000 | 310 000 | 172 860 | 172 860 | 210 329 CHF | 212 064 CHF | 99,98% | 99,98% |
11/11/2024 | 0,82% | 1,19 CHF | 1,20 CHF | 310 000 | 310 000 | 173 125 | 173 125 | 214 391 CHF | 216 129 CHF | 99,65% | 99,65% |
08/11/2024 | 0,80% | 1,26 CHF | 1,27 CHF | 310 000 | 310 000 | 171 996 | 171 996 | 220 388 CHF | 222 114 CHF | 98,30% | 98,30% |
07/11/2024 | 0,86% | 1,25 CHF | 1,26 CHF | 310 000 | 310 000 | 172 857 | 172 857 | 209 283 CHF | 211 018 CHF | 100,00% | 100,00% |