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 | 0,66% | 1,59 CHF | 1,60 CHF | 390 000 | 390 000 | 115 800 | 115 800 | 183 960 CHF | 185 126 CHF | 96,41% | 98,31% |
19/11/2024 | 0,70% | 1,49 CHF | 1,50 CHF | 400 000 | 400 000 | 135 514 | 135 514 | 197 528 CHF | 198 885 CHF | 99,18% | 99,18% |
18/11/2024 | 0,75% | 1,44 CHF | 1,45 CHF | 410 000 | 410 000 | 134 107 | 134 107 | 183 522 CHF | 184 865 CHF | 98,29% | 98,29% |
15/11/2024 | 0,73% | 1,34 CHF | 1,35 CHF | 430 000 | 430 000 | 137 635 | 137 635 | 189 033 CHF | 190 411 CHF | 99,07% | 99,07% |
14/11/2024 | 0,73% | 1,43 CHF | 1,44 CHF | 410 000 | 410 000 | 134 426 | 134 426 | 190 953 CHF | 192 302 CHF | 99,46% | 99,46% |
13/11/2024 | 0,76% | 1,39 CHF | 1,40 CHF | 410 000 | 410 000 | 135 956 | 135 956 | 185 546 CHF | 186 910 CHF | 99,14% | 99,14% |
12/11/2024 | 0,80% | 1,30 CHF | 1,31 CHF | 430 000 | 430 000 | 138 174 | 138 174 | 178 667 CHF | 180 055 CHF | 99,47% | 99,47% |
11/11/2024 | 0,88% | 1,26 CHF | 1,29 CHF | 43 000 | 43 000 | 126 468 | 126 468 | 157 265 CHF | 158 563 CHF | 99,59% | 99,59% |
08/11/2024 | 0,84% | 1,20 CHF | 1,21 CHF | 450 000 | 450 000 | 141 113 | 141 113 | 171 461 CHF | 172 878 CHF | 99,31% | 99,31% |
07/11/2024 | 0,89% | 1,19 CHF | 1,20 CHF | 450 000 | 450 000 | 142 619 | 142 619 | 166 667 CHF | 168 100 CHF | 99,53% | 99,53% |