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 | 0,56% | 1,73 CHF | 1,74 CHF | 160 000 | 160 000 | 159 677 | 159 677 | 281 835 CHF | 283 432 CHF | 99,30% | 99,30% |
19/11/2024 | 0,58% | 1,72 CHF | 1,73 CHF | 164 000 | 164 000 | 162 722 | 162 722 | 278 694 CHF | 280 321 CHF | 99,00% | 99,00% |
18/11/2024 | 0,56% | 1,80 CHF | 1,81 CHF | 160 000 | 160 000 | 159 338 | 159 338 | 285 078 CHF | 286 671 CHF | 99,61% | 99,61% |
15/11/2024 | 0,56% | 1,77 CHF | 1,78 CHF | 160 000 | 160 000 | 159 340 | 159 340 | 282 361 CHF | 283 955 CHF | 100,00% | 100,00% |
14/11/2024 | 0,58% | 1,76 CHF | 1,77 CHF | 160 000 | 160 000 | 161 296 | 161 296 | 278 255 CHF | 279 868 CHF | 98,49% | 98,49% |
13/11/2024 | 0,59% | 1,64 CHF | 1,65 CHF | 164 000 | 164 000 | 162 907 | 162 907 | 276 950 CHF | 278 579 CHF | 99,90% | 99,90% |
12/11/2024 | 0,57% | 1,71 CHF | 1,72 CHF | 164 000 | 164 000 | 159 819 | 159 819 | 280 897 CHF | 282 495 CHF | 99,88% | 99,88% |
11/11/2024 | 0,57% | 1,80 CHF | 1,81 CHF | 160 000 | 160 000 | 159 795 | 159 795 | 279 410 CHF | 281 008 CHF | 100,00% | 100,00% |
08/11/2024 | 0,59% | 1,65 CHF | 1,66 CHF | 164 000 | 164 000 | 162 819 | 162 819 | 273 450 CHF | 275 078 CHF | 98,50% | 98,50% |
07/11/2024 | 0,55% | 1,79 CHF | 1,80 CHF | 160 000 | 160 000 | 156 116 | 156 116 | 284 298 CHF | 285 859 CHF | 99,86% | 99,86% |