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 | 0,71% | 1,40 CHF | 1,41 CHF | 420 000 | 420 000 | 186 228 | 186 228 | 266 458 CHF | 268 327 CHF | 99,90% | 99,90% |
19/11/2024 | 0,72% | 1,43 CHF | 1,44 CHF | 420 000 | 420 000 | 188 325 | 188 325 | 264 265 CHF | 266 152 CHF | 100,00% | 100,00% |
18/11/2024 | 0,70% | 1,44 CHF | 1,45 CHF | 415 000 | 415 000 | 184 941 | 184 941 | 268 409 CHF | 270 262 CHF | 99,90% | 99,90% |
15/11/2024 | 0,67% | 1,46 CHF | 1,47 CHF | 415 000 | 415 000 | 179 081 | 179 081 | 273 336 CHF | 275 141 CHF | 99,69% | 99,69% |
14/11/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 400 000 | 400 000 | 173 674 | 173 674 | 284 688 CHF | 286 428 CHF | 100,00% | 100,00% |
13/11/2024 | 0,66% | 1,60 CHF | 1,61 CHF | 400 000 | 400 000 | 180 188 | 180 188 | 281 121 CHF | 282 926 CHF | 100,00% | 100,00% |
12/11/2024 | 0,68% | 1,49 CHF | 1,50 CHF | 410 000 | 410 000 | 183 116 | 183 116 | 275 666 CHF | 277 500 CHF | 100,00% | 100,00% |
11/11/2024 | 0,66% | 1,50 CHF | 1,51 CHF | 410 000 | 410 000 | 181 955 | 181 955 | 277 360 CHF | 279 183 CHF | 100,00% | 100,00% |
08/11/2024 | 0,66% | 1,53 CHF | 1,54 CHF | 410 000 | 410 000 | 183 227 | 183 227 | 280 748 CHF | 282 584 CHF | 100,00% | 100,00% |
07/11/2024 | 0,68% | 1,56 CHF | 1,57 CHF | 410 000 | 410 000 | 183 094 | 183 094 | 279 151 CHF | 280 986 CHF | 99,33% | 99,33% |