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 | 0,87% | 1,15 CHF | 1,16 CHF | 180 000 | 180 000 | 68 441 | 68 441 | 80 095 CHF | 80 781 CHF | 99,38% | 99,38% |
19/11/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 180 000 | 180 000 | 68 867 | 68 867 | 78 711 CHF | 79 401 CHF | 99,61% | 99,61% |
18/11/2024 | 0,90% | 1,16 CHF | 1,17 CHF | 180 000 | 180 000 | 70 105 | 70 105 | 79 190 CHF | 79 892 CHF | 99,11% | 99,11% |
15/11/2024 | 0,85% | 1,12 CHF | 1,13 CHF | 180 000 | 180 000 | 68 305 | 68 305 | 80 733 CHF | 81 418 CHF | 98,83% | 98,83% |
14/11/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 180 000 | 180 000 | 65 817 | 65 817 | 87 164 CHF | 87 825 CHF | 99,35% | 99,35% |
13/11/2024 | 0,73% | 1,30 CHF | 1,31 CHF | 180 000 | 180 000 | 64 380 | 64 380 | 88 968 CHF | 89 615 CHF | 98,67% | 98,67% |
12/11/2024 | 0,67% | 1,39 CHF | 1,40 CHF | 170 000 | 170 000 | 60 477 | 60 477 | 88 880 CHF | 89 487 CHF | 97,34% | 97,34% |
11/11/2024 | 0,60% | 1,62 CHF | 1,63 CHF | 160 000 | 160 000 | 60 721 | 60 721 | 101 872 CHF | 102 481 CHF | 98,61% | 98,61% |
08/11/2024 | 0,58% | 1,81 CHF | 1,82 CHF | 160 000 | 160 000 | 60 025 | 60 025 | 107 009 CHF | 107 612 CHF | 99,06% | 99,06% |
07/11/2024 | 0,57% | 1,80 CHF | 1,81 CHF | 160 000 | 160 000 | 61 097 | 61 097 | 110 555 CHF | 111 170 CHF | 98,24% | 98,24% |