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 | 0,54% | 1,81 CHF | 1,82 CHF | 160 000 | 160 000 | 159 679 | 159 679 | 293 607 CHF | 295 204 CHF | 99,44% | 99,44% |
19/11/2024 | 0,56% | 1,79 CHF | 1,80 CHF | 164 000 | 164 000 | 162 721 | 162 721 | 290 551 CHF | 292 178 CHF | 99,41% | 99,41% |
18/11/2024 | 0,54% | 1,87 CHF | 1,88 CHF | 160 000 | 160 000 | 159 340 | 159 340 | 296 890 CHF | 298 484 CHF | 99,88% | 99,88% |
15/11/2024 | 0,54% | 1,85 CHF | 1,86 CHF | 160 000 | 160 000 | 159 340 | 159 340 | 294 122 CHF | 295 715 CHF | 100,00% | 100,00% |
14/11/2024 | 0,55% | 1,83 CHF | 1,84 CHF | 160 000 | 160 000 | 161 294 | 161 294 | 290 100 CHF | 291 713 CHF | 98,60% | 98,60% |
13/11/2024 | 0,56% | 1,72 CHF | 1,73 CHF | 164 000 | 164 000 | 162 909 | 162 909 | 288 801 CHF | 290 430 CHF | 100,00% | 100,00% |
12/11/2024 | 0,54% | 1,78 CHF | 1,79 CHF | 164 000 | 164 000 | 159 820 | 159 820 | 292 692 CHF | 294 290 CHF | 99,90% | 99,90% |
11/11/2024 | 0,55% | 1,88 CHF | 1,89 CHF | 160 000 | 160 000 | 159 795 | 159 795 | 291 646 CHF | 293 244 CHF | 100,00% | 100,00% |
08/11/2024 | 0,57% | 1,73 CHF | 1,74 CHF | 164 000 | 164 000 | 162 820 | 162 820 | 285 353 CHF | 286 982 CHF | 98,51% | 98,51% |
07/11/2024 | 0,53% | 1,86 CHF | 1,87 CHF | 160 000 | 160 000 | 156 115 | 156 115 | 295 972 CHF | 297 533 CHF | 100,00% | 100,00% |