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 | 0,60% | 1,63 CHF | 1,64 CHF | 160 000 | 160 000 | 159 678 | 159 678 | 265 646 CHF | 267 242 CHF | 99,44% | 99,44% |
19/11/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 164 000 | 164 000 | 162 721 | 162 721 | 262 129 CHF | 263 756 CHF | 99,41% | 99,41% |
18/11/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 160 000 | 160 000 | 159 340 | 159 340 | 268 930 CHF | 270 524 CHF | 99,88% | 99,88% |
15/11/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 160 000 | 160 000 | 159 340 | 159 340 | 266 119 CHF | 267 712 CHF | 100,00% | 100,00% |
14/11/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 160 000 | 160 000 | 161 294 | 161 294 | 261 781 CHF | 263 394 CHF | 98,53% | 98,53% |
13/11/2024 | 0,62% | 1,54 CHF | 1,55 CHF | 164 000 | 164 000 | 162 908 | 162 908 | 260 310 CHF | 261 939 CHF | 100,00% | 100,00% |
12/11/2024 | 0,60% | 1,61 CHF | 1,62 CHF | 164 000 | 164 000 | 159 819 | 159 819 | 265 003 CHF | 266 601 CHF | 99,90% | 99,90% |
11/11/2024 | 0,60% | 1,70 CHF | 1,71 CHF | 160 000 | 160 000 | 159 796 | 159 796 | 263 486 CHF | 265 084 CHF | 100,00% | 100,00% |
08/11/2024 | 0,63% | 1,55 CHF | 1,56 CHF | 164 000 | 164 000 | 162 820 | 162 820 | 256 744 CHF | 258 372 CHF | 98,51% | 98,51% |
07/11/2024 | 0,58% | 1,69 CHF | 1,70 CHF | 160 000 | 160 000 | 156 114 | 156 114 | 268 370 CHF | 269 931 CHF | 100,00% | 100,00% |