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 | 0,73% | 1,41 CHF | 1,42 CHF | 310 000 | 310 000 | 137 352 | 137 352 | 192 504 CHF | 193 880 CHF | 99,90% | 99,90% |
19/11/2024 | 0,74% | 1,39 CHF | 1,40 CHF | 305 000 | 305 000 | 132 793 | 132 793 | 183 733 CHF | 185 064 CHF | 100,00% | 100,00% |
18/11/2024 | 0,75% | 1,39 CHF | 1,40 CHF | 305 000 | 305 000 | 133 018 | 133 018 | 181 664 CHF | 182 997 CHF | 99,90% | 99,90% |
15/11/2024 | 0,75% | 1,35 CHF | 1,36 CHF | 295 000 | 295 000 | 116 870 | 116 870 | 158 141 CHF | 159 312 CHF | 99,45% | 99,45% |
14/11/2024 | 0,75% | 1,35 CHF | 1,36 CHF | 295 000 | 295 000 | 131 680 | 131 680 | 178 257 CHF | 179 576 CHF | 100,00% | 100,00% |
13/11/2024 | 0,76% | 1,35 CHF | 1,36 CHF | 295 000 | 295 000 | 131 706 | 131 706 | 176 507 CHF | 177 827 CHF | 100,00% | 100,00% |
12/11/2024 | 0,76% | 1,34 CHF | 1,35 CHF | 295 000 | 295 000 | 131 913 | 131 913 | 177 268 CHF | 178 589 CHF | 99,85% | 99,85% |
11/11/2024 | 0,76% | 1,34 CHF | 1,35 CHF | 295 000 | 295 000 | 132 689 | 132 689 | 178 139 CHF | 179 468 CHF | 99,56% | 99,56% |
08/11/2024 | 0,76% | 1,34 CHF | 1,35 CHF | 300 000 | 300 000 | 135 408 | 135 408 | 181 575 CHF | 182 932 CHF | 99,15% | 99,15% |
07/11/2024 | 0,76% | 1,34 CHF | 1,35 CHF | 300 000 | 300 000 | 130 874 | 130 874 | 175 508 CHF | 176 819 CHF | 99,90% | 99,90% |