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 | 0,79% | 1,28 CHF | 1,29 CHF | 175 000 | 175 000 | 170 224 | 170 224 | 215 556 CHF | 217 258 CHF | 98,59% | 98,59% |
19/11/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 170 000 | 170 000 | 173 320 | 173 320 | 222 158 CHF | 223 891 CHF | 97,77% | 97,77% |
18/11/2024 | 0,80% | 1,26 CHF | 1,27 CHF | 170 000 | 170 000 | 168 744 | 168 744 | 211 399 CHF | 213 086 CHF | 99,49% | 99,49% |
15/11/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 165 000 | 165 000 | 165 336 | 165 336 | 206 176 CHF | 207 830 CHF | 99,25% | 99,25% |
14/11/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 170 000 | 170 000 | 171 652 | 171 652 | 219 756 CHF | 221 472 CHF | 99,33% | 99,33% |
13/11/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 175 000 | 175 000 | 170 497 | 170 497 | 218 014 CHF | 219 719 CHF | 99,08% | 99,08% |
12/11/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 170 000 | 170 000 | 169 292 | 169 292 | 213 051 CHF | 214 744 CHF | 98,96% | 98,96% |
11/11/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 165 000 | 165 000 | 169 132 | 169 132 | 212 797 CHF | 214 488 CHF | 99,43% | 99,43% |
08/11/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 170 000 | 170 000 | 168 532 | 168 532 | 212 597 CHF | 214 282 CHF | 98,17% | 98,17% |
07/11/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 170 000 | 170 000 | 169 297 | 169 297 | 216 211 CHF | 217 904 CHF | 99,70% | 99,70% |