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 | 0,76% | 1,32 CHF | 1,33 CHF | 180 000 | 180 000 | 68 730 | 68 730 | 92 217 CHF | 92 906 CHF | 99,63% | 99,63% |
19/11/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 180 000 | 180 000 | 68 876 | 68 876 | 90 464 CHF | 91 154 CHF | 99,61% | 99,61% |
18/11/2024 | 0,78% | 1,34 CHF | 1,35 CHF | 180 000 | 180 000 | 69 120 | 69 120 | 89 893 CHF | 90 586 CHF | 99,16% | 99,16% |
15/11/2024 | 0,74% | 1,29 CHF | 1,30 CHF | 180 000 | 180 000 | 68 580 | 68 580 | 92 810 CHF | 93 498 CHF | 99,08% | 99,08% |
14/11/2024 | 0,69% | 1,46 CHF | 1,47 CHF | 170 000 | 170 000 | 64 719 | 64 719 | 96 883 CHF | 97 533 CHF | 99,39% | 99,39% |
13/11/2024 | 0,65% | 1,47 CHF | 1,48 CHF | 170 000 | 170 000 | 63 794 | 63 794 | 99 152 CHF | 99 792 CHF | 99,20% | 99,20% |
12/11/2024 | 0,60% | 1,56 CHF | 1,57 CHF | 170 000 | 170 000 | 60 466 | 60 466 | 99 299 CHF | 99 906 CHF | 97,83% | 97,83% |
11/11/2024 | 0,54% | 1,79 CHF | 1,80 CHF | 160 000 | 160 000 | 60 801 | 60 801 | 112 524 CHF | 113 135 CHF | 98,81% | 98,81% |
08/11/2024 | 0,53% | 1,98 CHF | 1,99 CHF | 160 000 | 160 000 | 60 101 | 60 101 | 117 455 CHF | 118 059 CHF | 99,45% | 99,45% |
07/11/2024 | 0,52% | 1,97 CHF | 1,98 CHF | 160 000 | 160 000 | 61 403 | 61 403 | 121 627 CHF | 122 245 CHF | 98,41% | 98,41% |