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 | 0,61% | 1,59 CHF | 1,60 CHF | 108 000 | 108 000 | 107 014 | 107 014 | 176 038 CHF | 177 108 CHF | 99,32% | 99,32% |
19/11/2024 | 0,61% | 1,66 CHF | 1,67 CHF | 108 000 | 108 000 | 107 275 | 107 275 | 175 478 CHF | 176 551 CHF | 100,00% | 100,00% |
18/11/2024 | 0,59% | 1,71 CHF | 1,72 CHF | 104 000 | 104 000 | 104 488 | 104 488 | 176 694 CHF | 177 739 CHF | 99,90% | 99,90% |
15/11/2024 | 0,61% | 1,62 CHF | 1,63 CHF | 108 000 | 108 000 | 107 555 | 107 555 | 175 535 CHF | 176 610 CHF | 100,00% | 100,00% |
14/11/2024 | 0,62% | 1,63 CHF | 1,64 CHF | 108 000 | 108 000 | 107 548 | 107 548 | 173 311 CHF | 174 386 CHF | 98,64% | 98,64% |
13/11/2024 | 0,62% | 1,57 CHF | 1,58 CHF | 108 000 | 108 000 | 107 569 | 107 569 | 171 865 CHF | 172 941 CHF | 99,97% | 99,97% |
12/11/2024 | 0,61% | 1,58 CHF | 1,59 CHF | 108 000 | 108 000 | 107 551 | 107 551 | 176 537 CHF | 177 612 CHF | 99,13% | 99,13% |
11/11/2024 | 0,60% | 1,69 CHF | 1,70 CHF | 104 000 | 104 000 | 106 443 | 106 443 | 178 310 CHF | 179 375 CHF | 100,00% | 100,00% |
08/11/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 108 000 | 108 000 | 107 550 | 107 550 | 176 784 CHF | 177 860 CHF | 99,04% | 99,04% |
07/11/2024 | 0,58% | 1,69 CHF | 1,70 CHF | 104 000 | 104 000 | 103 571 | 103 571 | 177 046 CHF | 178 081 CHF | 100,00% | 100,00% |