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 | 0,78% | 1,24 CHF | 1,25 CHF | 115 000 | 115 000 | 110 508 | 110 508 | 140 229 CHF | 141 334 CHF | 99,46% | 99,46% |
19/11/2024 | 0,80% | 1,23 CHF | 1,24 CHF | 115 000 | 115 000 | 113 803 | 113 803 | 141 152 CHF | 142 290 CHF | 99,38% | 99,38% |
18/11/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 140 992 CHF | 142 087 CHF | 99,90% | 99,90% |
15/11/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 140 845 CHF | 141 940 CHF | 99,93% | 99,93% |
14/11/2024 | 0,79% | 1,28 CHF | 1,29 CHF | 110 000 | 110 000 | 111 611 | 111 611 | 139 866 CHF | 140 982 CHF | 98,47% | 98,47% |
13/11/2024 | 0,78% | 1,24 CHF | 1,25 CHF | 115 000 | 115 000 | 110 545 | 110 545 | 140 629 CHF | 141 735 CHF | 98,75% | 98,75% |
12/11/2024 | 0,79% | 1,22 CHF | 1,23 CHF | 115 000 | 115 000 | 110 418 | 110 418 | 140 046 CHF | 141 150 CHF | 99,88% | 99,88% |
11/11/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 147 883 CHF | 148 979 CHF | 99,95% | 99,95% |
08/11/2024 | 0,76% | 1,30 CHF | 1,31 CHF | 110 000 | 110 000 | 109 542 | 109 542 | 143 914 CHF | 145 009 CHF | 99,03% | 99,03% |
07/11/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 110 000 | 110 000 | 109 545 | 109 545 | 148 873 CHF | 149 969 CHF | 99,80% | 99,80% |