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 | 0,59% | 1,67 CHF | 1,68 CHF | 115 000 | 115 000 | 110 509 | 110 509 | 187 806 CHF | 188 911 CHF | 99,44% | 99,44% |
19/11/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 115 000 | 115 000 | 113 804 | 113 804 | 190 103 CHF | 191 241 CHF | 100,00% | 100,00% |
18/11/2024 | 0,58% | 1,73 CHF | 1,74 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 188 288 CHF | 189 383 CHF | 99,88% | 99,88% |
15/11/2024 | 0,58% | 1,72 CHF | 1,73 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 188 193 CHF | 189 289 CHF | 100,00% | 100,00% |
14/11/2024 | 0,59% | 1,71 CHF | 1,72 CHF | 110 000 | 110 000 | 111 614 | 111 614 | 188 015 CHF | 189 131 CHF | 98,60% | 98,60% |
13/11/2024 | 0,59% | 1,67 CHF | 1,68 CHF | 115 000 | 115 000 | 110 580 | 110 580 | 188 344 CHF | 189 450 CHF | 100,00% | 100,00% |
12/11/2024 | 0,59% | 1,65 CHF | 1,66 CHF | 115 000 | 115 000 | 110 417 | 110 417 | 187 638 CHF | 188 742 CHF | 99,88% | 99,88% |
11/11/2024 | 0,56% | 1,77 CHF | 1,78 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 195 172 CHF | 196 268 CHF | 100,00% | 100,00% |
08/11/2024 | 0,57% | 1,73 CHF | 1,74 CHF | 110 000 | 110 000 | 109 542 | 109 542 | 191 280 CHF | 192 376 CHF | 99,05% | 99,05% |
07/11/2024 | 0,56% | 1,79 CHF | 1,80 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 196 412 CHF | 197 507 CHF | 100,00% | 100,00% |