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 | 0,60% | 1,77 CHF | 1,78 CHF | 390 000 | 390 000 | 115 100 | 115 100 | 202 998 CHF | 204 158 CHF | 96,28% | 98,61% |
19/11/2024 | 0,63% | 1,66 CHF | 1,67 CHF | 400 000 | 400 000 | 135 267 | 135 267 | 220 831 CHF | 222 185 CHF | 99,16% | 99,16% |
18/11/2024 | 0,67% | 1,61 CHF | 1,62 CHF | 410 000 | 410 000 | 132 884 | 132 884 | 205 315 CHF | 206 646 CHF | 98,31% | 98,31% |
15/11/2024 | 0,65% | 1,52 CHF | 1,53 CHF | 430 000 | 430 000 | 136 799 | 136 799 | 212 173 CHF | 213 543 CHF | 98,72% | 98,72% |
14/11/2024 | 0,65% | 1,60 CHF | 1,61 CHF | 410 000 | 410 000 | 132 359 | 132 359 | 211 313 CHF | 212 643 CHF | 98,93% | 98,93% |
13/11/2024 | 0,67% | 1,56 CHF | 1,57 CHF | 410 000 | 410 000 | 137 514 | 137 514 | 211 791 CHF | 213 172 CHF | 99,64% | 99,64% |
12/11/2024 | 0,71% | 1,47 CHF | 1,48 CHF | 430 000 | 430 000 | 137 266 | 137 266 | 201 708 CHF | 203 087 CHF | 98,98% | 98,98% |
11/11/2024 | 0,77% | 1,44 CHF | 1,47 CHF | 43 000 | 43 000 | 126 398 | 126 398 | 179 310 CHF | 180 608 CHF | 99,50% | 99,50% |
08/11/2024 | 0,74% | 1,37 CHF | 1,38 CHF | 450 000 | 450 000 | 142 218 | 142 218 | 197 474 CHF | 198 902 CHF | 99,24% | 99,24% |
07/11/2024 | 0,77% | 1,37 CHF | 1,38 CHF | 450 000 | 450 000 | 141 796 | 141 796 | 190 340 CHF | 191 765 CHF | 99,35% | 99,35% |