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 | 0,54% | 1,94 CHF | 1,95 CHF | 390 000 | 390 000 | 115 297 | 115 297 | 223 648 CHF | 224 810 CHF | 96,33% | 98,32% |
19/11/2024 | 0,57% | 1,84 CHF | 1,85 CHF | 400 000 | 400 000 | 135 169 | 135 169 | 244 445 CHF | 245 799 CHF | 98,11% | 98,11% |
18/11/2024 | 0,60% | 1,79 CHF | 1,80 CHF | 410 000 | 410 000 | 132 730 | 132 730 | 228 405 CHF | 229 734 CHF | 97,42% | 97,42% |
15/11/2024 | 0,58% | 1,70 CHF | 1,71 CHF | 420 000 | 420 000 | 127 589 | 127 589 | 220 076 CHF | 221 354 CHF | 99,08% | 99,08% |
14/11/2024 | 0,58% | 1,78 CHF | 1,79 CHF | 410 000 | 410 000 | 132 981 | 132 981 | 235 926 CHF | 237 261 CHF | 99,05% | 99,05% |
13/11/2024 | 0,60% | 1,74 CHF | 1,75 CHF | 410 000 | 410 000 | 136 645 | 136 645 | 234 424 CHF | 235 795 CHF | 99,14% | 99,14% |
12/11/2024 | 0,63% | 1,65 CHF | 1,66 CHF | 430 000 | 430 000 | 136 871 | 136 871 | 224 934 CHF | 226 309 CHF | 98,70% | 98,70% |
11/11/2024 | 0,69% | 1,61 CHF | 1,64 CHF | 43 000 | 43 000 | 126 227 | 126 227 | 201 076 CHF | 202 372 CHF | 99,32% | 99,32% |
08/11/2024 | 0,66% | 1,55 CHF | 1,56 CHF | 450 000 | 450 000 | 140 778 | 140 778 | 219 987 CHF | 221 401 CHF | 98,74% | 98,74% |
07/11/2024 | 0,68% | 1,54 CHF | 1,55 CHF | 450 000 | 450 000 | 141 926 | 141 926 | 215 091 CHF | 216 515 CHF | 99,24% | 99,24% |