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 | 0,72% | 1,37 CHF | 1,38 CHF | 340 000 | 340 000 | 153 070 | 153 070 | 215 382 CHF | 216 918 CHF | 97,64% | 97,64% |
19/11/2024 | 0,74% | 1,41 CHF | 1,42 CHF | 340 000 | 340 000 | 154 108 | 154 108 | 211 368 CHF | 212 913 CHF | 97,63% | 97,63% |
18/11/2024 | 0,71% | 1,42 CHF | 1,43 CHF | 340 000 | 340 000 | 152 380 | 152 380 | 217 900 CHF | 219 427 CHF | 96,91% | 96,91% |
15/11/2024 | 0,67% | 1,44 CHF | 1,45 CHF | 340 000 | 340 000 | 143 682 | 143 682 | 219 329 CHF | 220 779 CHF | 95,63% | 95,63% |
14/11/2024 | 0,61% | 1,62 CHF | 1,63 CHF | 330 000 | 330 000 | 136 106 | 136 106 | 226 493 CHF | 227 860 CHF | 96,41% | 96,41% |
13/11/2024 | 0,66% | 1,62 CHF | 1,63 CHF | 330 000 | 330 000 | 145 323 | 145 323 | 227 410 CHF | 228 870 CHF | 97,83% | 97,83% |
12/11/2024 | 0,68% | 1,48 CHF | 1,49 CHF | 330 000 | 330 000 | 149 718 | 149 718 | 224 135 CHF | 225 637 CHF | 97,88% | 97,88% |
11/11/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 330 000 | 330 000 | 146 592 | 146 592 | 223 131 CHF | 224 603 CHF | 98,08% | 98,08% |
08/11/2024 | 0,67% | 1,53 CHF | 1,54 CHF | 330 000 | 330 000 | 149 663 | 149 663 | 229 423 CHF | 230 927 CHF | 98,14% | 98,14% |
07/11/2024 | 0,69% | 1,57 CHF | 1,58 CHF | 330 000 | 330 000 | 148 654 | 148 654 | 226 168 CHF | 227 662 CHF | 98,00% | 98,00% |