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 | 0,83% | 1,66 CHF | 1,67 CHF | 160 000 | 160 000 | 85 147 | 85 147 | 146 584 CHF | 147 688 CHF | 99,90% | 99,90% |
19/11/2024 | 0,64% | 1,79 CHF | 1,80 CHF | 150 000 | 150 000 | 87 393 | 87 393 | 150 637 CHF | 151 564 CHF | 100,00% | 100,00% |
18/11/2024 | 0,62% | 1,76 CHF | 1,77 CHF | 160 000 | 160 000 | 90 890 | 90 890 | 151 383 CHF | 152 294 CHF | 99,90% | 99,90% |
15/11/2024 | 0,62% | 1,60 CHF | 1,61 CHF | 160 000 | 160 000 | 90 868 | 90 868 | 149 654 CHF | 150 565 CHF | 99,90% | 99,90% |
14/11/2024 | 0,64% | 1,69 CHF | 1,70 CHF | 160 000 | 160 000 | 89 842 | 89 842 | 146 218 CHF | 147 120 CHF | 99,36% | 99,36% |
13/11/2024 | 0,66% | 1,57 CHF | 1,58 CHF | 160 000 | 160 000 | 90 128 | 90 128 | 139 724 CHF | 140 629 CHF | 100,00% | 100,00% |
12/11/2024 | 0,66% | 1,62 CHF | 1,63 CHF | 160 000 | 160 000 | 90 190 | 90 190 | 141 136 CHF | 142 041 CHF | 99,67% | 99,67% |
11/11/2024 | 0,63% | 1,52 CHF | 1,53 CHF | 160 000 | 160 000 | 90 260 | 90 260 | 145 521 CHF | 146 426 CHF | 99,65% | 99,65% |
08/11/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 160 000 | 160 000 | 89 741 | 89 741 | 152 835 CHF | 153 735 CHF | 98,82% | 98,82% |
07/11/2024 | 0,67% | 1,64 CHF | 1,65 CHF | 160 000 | 160 000 | 90 126 | 90 126 | 140 924 CHF | 141 829 CHF | 100,00% | 100,00% |