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 | 0,59% | 1,72 CHF | 1,73 CHF | 380 000 | 380 000 | 207 457 | 207 457 | 361 371 CHF | 363 453 CHF | 99,90% | 99,90% |
19/11/2024 | 0,60% | 1,76 CHF | 1,77 CHF | 380 000 | 380 000 | 210 102 | 210 102 | 365 648 CHF | 367 769 CHF | 100,00% | 100,00% |
18/11/2024 | 0,60% | 1,76 CHF | 1,77 CHF | 380 000 | 380 000 | 212 573 | 212 573 | 365 726 CHF | 367 857 CHF | 99,89% | 99,89% |
15/11/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 380 000 | 380 000 | 212 723 | 212 723 | 364 904 CHF | 367 035 CHF | 99,90% | 99,90% |
14/11/2024 | 0,60% | 1,73 CHF | 1,74 CHF | 380 000 | 380 000 | 210 925 | 210 925 | 360 283 CHF | 362 401 CHF | 99,36% | 99,36% |
13/11/2024 | 0,62% | 1,68 CHF | 1,69 CHF | 390 000 | 390 000 | 215 302 | 215 302 | 359 443 CHF | 361 605 CHF | 100,00% | 100,00% |
12/11/2024 | 0,62% | 1,70 CHF | 1,71 CHF | 390 000 | 390 000 | 215 336 | 215 336 | 360 329 CHF | 362 491 CHF | 99,83% | 99,83% |
11/11/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 390 000 | 390 000 | 213 442 | 213 442 | 360 607 CHF | 362 749 CHF | 99,66% | 99,66% |
08/11/2024 | 0,60% | 1,71 CHF | 1,72 CHF | 390 000 | 390 000 | 212 784 | 212 784 | 365 609 CHF | 367 744 CHF | 99,14% | 99,14% |
07/11/2024 | 0,62% | 1,69 CHF | 1,70 CHF | 390 000 | 390 000 | 215 296 | 215 296 | 358 109 CHF | 360 270 CHF | 100,00% | 100,00% |