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 | 0,69% | 1,45 CHF | 1,46 CHF | 275 000 | 275 000 | 268 990 | 268 990 | 386 854 CHF | 389 544 CHF | 99,47% | 99,47% |
19/11/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 265 000 | 265 000 | 260 824 | 260 824 | 365 608 CHF | 368 216 CHF | 100,00% | 100,00% |
18/11/2024 | 0,72% | 1,39 CHF | 1,40 CHF | 255 000 | 255 000 | 253 757 | 253 757 | 349 398 CHF | 351 935 CHF | 100,00% | 100,00% |
15/11/2024 | 0,72% | 1,37 CHF | 1,38 CHF | 255 000 | 255 000 | 253 094 | 253 094 | 348 032 CHF | 350 563 CHF | 100,00% | 100,00% |
14/11/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 255 000 | 255 000 | 254 939 | 254 939 | 353 185 CHF | 355 735 CHF | 98,94% | 98,94% |
13/11/2024 | 0,72% | 1,39 CHF | 1,40 CHF | 260 000 | 260 000 | 255 166 | 255 166 | 352 980 CHF | 355 532 CHF | 100,00% | 100,00% |
12/11/2024 | 0,75% | 1,37 CHF | 1,38 CHF | 255 000 | 255 000 | 244 720 | 244 720 | 330 066 CHF | 332 519 CHF | 99,54% | 99,54% |
11/11/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 250 000 | 250 000 | 248 429 | 248 429 | 336 717 CHF | 339 202 CHF | 99,24% | 99,24% |
08/11/2024 | 0,73% | 1,35 CHF | 1,36 CHF | 250 000 | 250 000 | 248 201 | 248 201 | 336 777 CHF | 339 259 CHF | 97,47% | 97,47% |
07/11/2024 | 0,74% | 1,33 CHF | 1,34 CHF | 240 000 | 240 000 | 243 383 | 243 383 | 327 735 CHF | 330 169 CHF | 99,40% | 99,40% |