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 | 0,67% | 1,49 CHF | 1,50 CHF | 275 000 | 275 000 | 268 988 | 268 988 | 398 825 CHF | 401 515 CHF | 99,47% | 99,47% |
19/11/2024 | 0,69% | 1,45 CHF | 1,46 CHF | 265 000 | 265 000 | 260 822 | 260 822 | 376 854 CHF | 379 463 CHF | 100,00% | 100,00% |
18/11/2024 | 0,70% | 1,43 CHF | 1,44 CHF | 255 000 | 255 000 | 253 757 | 253 757 | 360 712 CHF | 363 249 CHF | 100,00% | 100,00% |
15/11/2024 | 0,70% | 1,42 CHF | 1,43 CHF | 255 000 | 255 000 | 253 094 | 253 094 | 359 361 CHF | 361 892 CHF | 100,00% | 100,00% |
14/11/2024 | 0,70% | 1,42 CHF | 1,43 CHF | 255 000 | 255 000 | 254 942 | 254 942 | 363 977 CHF | 366 526 CHF | 99,39% | 99,39% |
13/11/2024 | 0,70% | 1,43 CHF | 1,44 CHF | 260 000 | 260 000 | 255 166 | 255 166 | 364 203 CHF | 366 754 CHF | 100,00% | 100,00% |
12/11/2024 | 0,73% | 1,41 CHF | 1,42 CHF | 255 000 | 255 000 | 244 733 | 244 733 | 340 531 CHF | 342 984 CHF | 100,00% | 100,00% |
11/11/2024 | 0,71% | 1,39 CHF | 1,40 CHF | 250 000 | 250 000 | 248 429 | 248 429 | 347 476 CHF | 349 961 CHF | 99,24% | 99,24% |
08/11/2024 | 0,71% | 1,39 CHF | 1,40 CHF | 250 000 | 250 000 | 248 182 | 248 182 | 347 428 CHF | 349 910 CHF | 100,00% | 100,00% |
07/11/2024 | 0,72% | 1,37 CHF | 1,38 CHF | 240 000 | 240 000 | 243 382 | 243 382 | 338 503 CHF | 340 937 CHF | 99,40% | 99,40% |