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 | 0,70% | 1,48 CHF | 1,49 CHF | 310 000 | 310 000 | 137 349 | 137 349 | 200 945 CHF | 202 321 CHF | 99,90% | 99,90% |
19/11/2024 | 0,71% | 1,45 CHF | 1,46 CHF | 305 000 | 305 000 | 132 812 | 132 812 | 191 914 CHF | 193 245 CHF | 99,84% | 99,84% |
18/11/2024 | 0,72% | 1,45 CHF | 1,46 CHF | 305 000 | 305 000 | 132 915 | 132 915 | 190 036 CHF | 191 368 CHF | 99,83% | 99,83% |
15/11/2024 | 0,72% | 1,42 CHF | 1,43 CHF | 295 000 | 295 000 | 116 788 | 116 788 | 165 462 CHF | 166 632 CHF | 99,28% | 99,28% |
14/11/2024 | 0,72% | 1,42 CHF | 1,43 CHF | 295 000 | 295 000 | 131 680 | 131 680 | 186 739 CHF | 188 058 CHF | 100,00% | 100,00% |
13/11/2024 | 0,72% | 1,41 CHF | 1,42 CHF | 295 000 | 295 000 | 131 636 | 131 636 | 184 976 CHF | 186 294 CHF | 99,95% | 99,95% |
12/11/2024 | 0,72% | 1,41 CHF | 1,42 CHF | 295 000 | 295 000 | 131 911 | 131 911 | 185 475 CHF | 186 797 CHF | 99,86% | 99,86% |
11/11/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 295 000 | 295 000 | 132 280 | 132 280 | 185 758 CHF | 187 083 CHF | 99,38% | 99,38% |
08/11/2024 | 0,73% | 1,40 CHF | 1,41 CHF | 300 000 | 300 000 | 134 666 | 134 666 | 188 848 CHF | 190 197 CHF | 99,82% | 99,82% |
07/11/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 300 000 | 300 000 | 130 965 | 130 965 | 183 702 CHF | 185 014 CHF | 99,72% | 99,72% |