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% | 1,36 CHF | 1,37 CHF | 115 000 | 115 000 | 110 508 | 110 508 | 153 757 CHF | 154 862 CHF | 99,43% | 99,43% |
19/11/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 115 000 | 115 000 | 113 804 | 113 804 | 155 088 CHF | 156 226 CHF | 100,00% | 100,00% |
18/11/2024 | 0,71% | 1,42 CHF | 1,43 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 154 471 CHF | 155 566 CHF | 99,88% | 99,88% |
15/11/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 154 331 CHF | 155 426 CHF | 100,00% | 100,00% |
14/11/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 110 000 | 110 000 | 111 613 | 111 613 | 153 555 CHF | 154 671 CHF | 98,61% | 98,61% |
13/11/2024 | 0,71% | 1,36 CHF | 1,37 CHF | 115 000 | 115 000 | 110 580 | 110 580 | 154 217 CHF | 155 323 CHF | 100,00% | 100,00% |
12/11/2024 | 0,72% | 1,34 CHF | 1,35 CHF | 115 000 | 115 000 | 110 418 | 110 418 | 153 594 CHF | 154 698 CHF | 99,90% | 99,90% |
11/11/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 161 334 CHF | 162 430 CHF | 100,00% | 100,00% |
08/11/2024 | 0,69% | 1,42 CHF | 1,43 CHF | 110 000 | 110 000 | 109 542 | 109 542 | 157 458 CHF | 158 554 CHF | 99,05% | 99,05% |
07/11/2024 | 0,67% | 1,48 CHF | 1,49 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 162 415 CHF | 163 511 CHF | 100,00% | 100,00% |