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 | 0,64% | 1,53 CHF | 1,54 CHF | 115 000 | 115 000 | 110 508 | 110 508 | 172 694 CHF | 173 799 CHF | 99,28% | 99,28% |
19/11/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 115 000 | 115 000 | 113 800 | 113 800 | 174 524 CHF | 175 662 CHF | 99,69% | 99,69% |
18/11/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 110 000 | 110 000 | 109 539 | 109 539 | 173 239 CHF | 174 334 CHF | 98,43% | 98,43% |
15/11/2024 | 0,63% | 1,58 CHF | 1,59 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 173 128 CHF | 174 223 CHF | 99,97% | 99,97% |
14/11/2024 | 0,64% | 1,57 CHF | 1,58 CHF | 110 000 | 110 000 | 111 612 | 111 612 | 172 642 CHF | 173 758 CHF | 98,30% | 98,30% |
13/11/2024 | 0,64% | 1,53 CHF | 1,54 CHF | 115 000 | 115 000 | 110 682 | 110 682 | 173 361 CHF | 174 467 CHF | 99,18% | 99,18% |
12/11/2024 | 0,64% | 1,51 CHF | 1,52 CHF | 115 000 | 115 000 | 110 411 | 110 411 | 172 449 CHF | 173 554 CHF | 99,66% | 99,66% |
11/11/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 180 085 CHF | 181 181 CHF | 100,00% | 100,00% |
08/11/2024 | 0,62% | 1,59 CHF | 1,60 CHF | 110 000 | 110 000 | 109 542 | 109 542 | 176 246 CHF | 177 341 CHF | 99,04% | 99,04% |
07/11/2024 | 0,60% | 1,65 CHF | 1,66 CHF | 110 000 | 110 000 | 109 543 | 109 543 | 181 326 CHF | 182 421 CHF | 99,19% | 99,19% |