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 | 0,78% | 1,26 CHF | 1,27 CHF | 260 000 | 260 000 | 145 885 | 145 885 | 189 797 CHF | 191 258 CHF | 99,77% | 99,77% |
19/11/2024 | 0,91% | 1,29 CHF | 1,30 CHF | 260 000 | 260 000 | 137 827 | 137 827 | 172 251 CHF | 173 798 CHF | 99,54% | 99,54% |
18/11/2024 | 0,83% | 1,25 CHF | 1,26 CHF | 260 000 | 260 000 | 148 051 | 148 051 | 181 806 CHF | 183 290 CHF | 99,90% | 99,90% |
15/11/2024 | 0,81% | 1,19 CHF | 1,20 CHF | 270 000 | 270 000 | 144 086 | 144 086 | 180 000 CHF | 181 444 CHF | 95,15% | 95,15% |
14/11/2024 | 0,79% | 1,29 CHF | 1,30 CHF | 260 000 | 260 000 | 137 122 | 137 122 | 183 560 CHF | 184 984 CHF | 97,70% | 97,70% |
13/11/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 260 000 | 260 000 | 138 328 | 138 328 | 191 389 CHF | 192 778 CHF | 100,00% | 100,00% |
12/11/2024 | 0,75% | 1,37 CHF | 1,38 CHF | 260 000 | 260 000 | 139 562 | 139 562 | 191 853 CHF | 193 255 CHF | 99,90% | 99,90% |
11/11/2024 | 0,76% | 1,36 CHF | 1,37 CHF | 260 000 | 260 000 | 144 621 | 144 621 | 194 831 CHF | 196 283 CHF | 99,90% | 99,90% |
08/11/2024 | 0,76% | 1,33 CHF | 1,34 CHF | 260 000 | 260 000 | 142 344 | 142 344 | 192 252 CHF | 193 683 CHF | 95,38% | 95,38% |
07/11/2024 | 0,78% | 1,34 CHF | 1,35 CHF | 260 000 | 260 000 | 143 214 | 143 214 | 188 725 CHF | 190 163 CHF | 96,02% | 96,02% |