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% | 1,71 CHF | 1,72 CHF | 310 000 | 310 000 | 166 134 | 166 134 | 288 612 CHF | 290 279 CHF | 99,90% | 99,90% |
19/11/2024 | 0,60% | 1,77 CHF | 1,78 CHF | 300 000 | 300 000 | 170 467 | 170 467 | 295 950 CHF | 297 671 CHF | 100,00% | 100,00% |
18/11/2024 | 0,60% | 1,76 CHF | 1,77 CHF | 300 000 | 300 000 | 172 942 | 172 942 | 295 824 CHF | 297 558 CHF | 99,89% | 99,89% |
15/11/2024 | 0,60% | 1,68 CHF | 1,69 CHF | 310 000 | 310 000 | 174 211 | 174 211 | 296 594 CHF | 298 339 CHF | 99,90% | 99,90% |
14/11/2024 | 0,61% | 1,72 CHF | 1,73 CHF | 310 000 | 310 000 | 172 681 | 172 681 | 292 634 CHF | 294 367 CHF | 99,30% | 99,30% |
13/11/2024 | 0,62% | 1,66 CHF | 1,67 CHF | 310 000 | 310 000 | 172 874 | 172 874 | 284 957 CHF | 286 692 CHF | 100,00% | 100,00% |
12/11/2024 | 0,62% | 1,68 CHF | 1,69 CHF | 310 000 | 310 000 | 172 940 | 172 940 | 286 047 CHF | 287 784 CHF | 99,79% | 99,79% |
11/11/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 310 000 | 310 000 | 173 126 | 173 126 | 290 139 CHF | 291 877 CHF | 99,66% | 99,66% |
08/11/2024 | 0,60% | 1,70 CHF | 1,71 CHF | 310 000 | 310 000 | 171 051 | 171 051 | 293 205 CHF | 294 922 CHF | 98,52% | 98,52% |
07/11/2024 | 0,63% | 1,68 CHF | 1,69 CHF | 310 000 | 310 000 | 172 864 | 172 864 | 284 418 CHF | 286 153 CHF | 100,00% | 100,00% |