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 | 0,67% | 1,49 CHF | 1,50 CHF | 310 000 | 310 000 | 166 127 | 166 127 | 252 098 CHF | 253 765 CHF | 99,89% | 99,89% |
19/11/2024 | 0,68% | 1,55 CHF | 1,56 CHF | 300 000 | 300 000 | 170 472 | 170 472 | 258 609 CHF | 260 330 CHF | 100,00% | 100,00% |
18/11/2024 | 0,69% | 1,54 CHF | 1,55 CHF | 300 000 | 300 000 | 172 937 | 172 937 | 257 744 CHF | 259 478 CHF | 99,89% | 99,89% |
15/11/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 310 000 | 310 000 | 174 211 | 174 211 | 258 190 CHF | 259 936 CHF | 99,90% | 99,90% |
14/11/2024 | 0,70% | 1,50 CHF | 1,51 CHF | 310 000 | 310 000 | 172 675 | 172 675 | 254 468 CHF | 256 202 CHF | 99,32% | 99,32% |
13/11/2024 | 0,72% | 1,44 CHF | 1,45 CHF | 310 000 | 310 000 | 172 871 | 172 871 | 247 063 CHF | 248 798 CHF | 100,00% | 100,00% |
12/11/2024 | 0,72% | 1,46 CHF | 1,47 CHF | 310 000 | 310 000 | 172 974 | 172 974 | 248 294 CHF | 250 030 CHF | 99,72% | 99,72% |
11/11/2024 | 0,70% | 1,41 CHF | 1,42 CHF | 310 000 | 310 000 | 173 130 | 173 130 | 252 238 CHF | 253 976 CHF | 99,65% | 99,65% |
08/11/2024 | 0,68% | 1,48 CHF | 1,49 CHF | 310 000 | 310 000 | 171 706 | 171 706 | 257 234 CHF | 258 958 CHF | 98,50% | 98,50% |
07/11/2024 | 0,72% | 1,46 CHF | 1,47 CHF | 310 000 | 310 000 | 172 855 | 172 855 | 246 822 CHF | 248 557 CHF | 100,00% | 100,00% |