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 | 0,62% | 1,57 CHF | 1,58 CHF | 160 000 | 160 000 | 159 678 | 159 678 | 255 434 CHF | 257 031 CHF | 99,48% | 99,48% |
19/11/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 164 000 | 164 000 | 162 721 | 162 721 | 251 656 CHF | 253 283 CHF | 99,41% | 99,41% |
18/11/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 160 000 | 160 000 | 159 340 | 159 340 | 258 713 CHF | 260 306 CHF | 99,90% | 99,90% |
15/11/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 160 000 | 160 000 | 159 340 | 159 340 | 255 869 CHF | 257 463 CHF | 100,00% | 100,00% |
14/11/2024 | 0,64% | 1,59 CHF | 1,60 CHF | 160 000 | 160 000 | 161 293 | 161 293 | 251 418 CHF | 253 031 CHF | 98,52% | 98,52% |
13/11/2024 | 0,65% | 1,48 CHF | 1,49 CHF | 164 000 | 164 000 | 162 908 | 162 908 | 249 711 CHF | 251 340 CHF | 100,00% | 100,00% |
12/11/2024 | 0,63% | 1,54 CHF | 1,55 CHF | 164 000 | 164 000 | 159 820 | 159 820 | 254 757 CHF | 256 355 CHF | 99,88% | 99,88% |
11/11/2024 | 0,63% | 1,64 CHF | 1,65 CHF | 160 000 | 160 000 | 159 795 | 159 795 | 253 281 CHF | 254 879 CHF | 100,00% | 100,00% |
08/11/2024 | 0,66% | 1,49 CHF | 1,50 CHF | 164 000 | 164 000 | 162 820 | 162 820 | 246 188 CHF | 247 816 CHF | 98,50% | 98,50% |
07/11/2024 | 0,60% | 1,62 CHF | 1,63 CHF | 160 000 | 160 000 | 156 115 | 156 115 | 258 640 CHF | 260 201 CHF | 100,00% | 100,00% |