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% | 1,27 CHF | 1,28 CHF | 430 000 | 430 000 | 191 162 | 191 162 | 248 541 CHF | 250 459 CHF | 99,08% | 99,08% |
19/11/2024 | 0,80% | 1,30 CHF | 1,31 CHF | 430 000 | 430 000 | 193 201 | 193 201 | 245 745 CHF | 247 682 CHF | 98,00% | 98,00% |
18/11/2024 | 0,77% | 1,31 CHF | 1,32 CHF | 420 000 | 420 000 | 188 796 | 188 796 | 249 149 CHF | 251 040 CHF | 98,76% | 98,76% |
15/11/2024 | 0,73% | 1,33 CHF | 1,34 CHF | 420 000 | 420 000 | 183 700 | 183 700 | 256 412 CHF | 258 264 CHF | 97,28% | 97,28% |
14/11/2024 | 0,68% | 1,47 CHF | 1,48 CHF | 410 000 | 410 000 | 171 802 | 171 802 | 258 842 CHF | 260 568 CHF | 97,90% | 97,90% |
13/11/2024 | 0,73% | 1,47 CHF | 1,48 CHF | 410 000 | 410 000 | 183 109 | 183 109 | 261 224 CHF | 263 063 CHF | 98,29% | 98,29% |
12/11/2024 | 0,75% | 1,36 CHF | 1,37 CHF | 420 000 | 420 000 | 187 172 | 187 172 | 256 741 CHF | 258 619 CHF | 98,99% | 98,99% |
11/11/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 420 000 | 420 000 | 184 081 | 184 081 | 256 234 CHF | 258 082 CHF | 98,10% | 98,10% |
08/11/2024 | 0,73% | 1,39 CHF | 1,40 CHF | 420 000 | 420 000 | 187 208 | 187 208 | 261 935 CHF | 263 816 CHF | 99,56% | 99,56% |
07/11/2024 | 0,75% | 1,43 CHF | 1,44 CHF | 420 000 | 420 000 | 185 346 | 185 346 | 257 785 CHF | 259 648 CHF | 98,26% | 98,26% |