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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,63% | 1,65 CHF | 1,66 CHF | 370 000 | 370 000 | 205 365 | 205 365 | 335 130 CHF | 337 188 CHF | 100,00% | 100,00% |
22/11/2024 | 0,64% | 1,61 CHF | 1,62 CHF | 370 000 | 370 000 | 205 228 | 205 228 | 328 063 CHF | 330 119 CHF | 100,00% | 100,00% |
20/11/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 380 000 | 380 000 | 207 455 | 207 455 | 324 780 CHF | 326 861 CHF | 99,90% | 99,90% |
19/11/2024 | 0,66% | 1,59 CHF | 1,60 CHF | 380 000 | 380 000 | 210 096 | 210 096 | 328 732 CHF | 330 853 CHF | 100,00% | 100,00% |
18/11/2024 | 0,66% | 1,58 CHF | 1,59 CHF | 380 000 | 380 000 | 212 578 | 212 578 | 328 332 CHF | 330 464 CHF | 99,90% | 99,90% |
15/11/2024 | 0,66% | 1,52 CHF | 1,53 CHF | 380 000 | 380 000 | 212 689 | 212 689 | 327 196 CHF | 329 326 CHF | 99,90% | 99,90% |
14/11/2024 | 0,67% | 1,56 CHF | 1,57 CHF | 380 000 | 380 000 | 211 011 | 211 011 | 323 376 CHF | 325 494 CHF | 99,32% | 99,32% |
13/11/2024 | 0,69% | 1,50 CHF | 1,51 CHF | 390 000 | 390 000 | 215 290 | 215 290 | 321 714 CHF | 323 876 CHF | 100,00% | 100,00% |
12/11/2024 | 0,69% | 1,52 CHF | 1,53 CHF | 390 000 | 390 000 | 215 371 | 215 371 | 322 746 CHF | 324 908 CHF | 99,78% | 99,78% |
11/11/2024 | 0,68% | 1,48 CHF | 1,49 CHF | 390 000 | 390 000 | 213 441 | 213 441 | 323 166 CHF | 325 308 CHF | 99,65% | 99,65% |