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 | 0,66% | 1,50 CHF | 1,51 CHF | 420 000 | 420 000 | 184 990 | 184 990 | 283 528 CHF | 285 384 CHF | 99,28% | 99,28% |
19/11/2024 | 0,68% | 1,54 CHF | 1,55 CHF | 420 000 | 420 000 | 187 539 | 187 539 | 282 099 CHF | 283 978 CHF | 99,09% | 99,09% |
18/11/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 415 000 | 415 000 | 183 098 | 183 098 | 284 298 CHF | 286 132 CHF | 98,66% | 98,66% |
15/11/2024 | 0,63% | 1,57 CHF | 1,58 CHF | 415 000 | 415 000 | 176 790 | 176 790 | 288 028 CHF | 289 809 CHF | 98,30% | 98,30% |
14/11/2024 | 0,58% | 1,71 CHF | 1,72 CHF | 400 000 | 400 000 | 171 356 | 171 356 | 298 360 CHF | 300 077 CHF | 98,67% | 98,67% |
13/11/2024 | 0,62% | 1,70 CHF | 1,71 CHF | 400 000 | 400 000 | 178 187 | 178 187 | 295 979 CHF | 297 764 CHF | 99,05% | 99,05% |
12/11/2024 | 0,63% | 1,60 CHF | 1,61 CHF | 410 000 | 410 000 | 182 226 | 182 226 | 292 730 CHF | 294 555 CHF | 99,08% | 99,08% |
11/11/2024 | 0,62% | 1,60 CHF | 1,61 CHF | 410 000 | 410 000 | 179 531 | 179 531 | 291 750 CHF | 293 548 CHF | 98,85% | 98,85% |
08/11/2024 | 0,62% | 1,63 CHF | 1,64 CHF | 410 000 | 410 000 | 182 121 | 182 121 | 297 250 CHF | 299 075 CHF | 99,29% | 99,29% |
07/11/2024 | 0,63% | 1,66 CHF | 1,67 CHF | 410 000 | 410 000 | 181 315 | 181 315 | 294 469 CHF | 296 286 CHF | 98,01% | 98,01% |