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% | 1,64 CHF | 1,65 CHF | 185 000 | 185 000 | 184 237 | 184 237 | 306 748 CHF | 308 591 CHF | 100,00% | 100,00% |
19/11/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 185 000 | 185 000 | 185 036 | 185 036 | 301 181 CHF | 303 031 CHF | 99,85% | 99,85% |
18/11/2024 | 0,62% | 1,64 CHF | 1,65 CHF | 185 000 | 185 000 | 184 969 | 184 969 | 299 275 CHF | 301 125 CHF | 99,86% | 99,86% |
15/11/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 185 000 | 185 000 | 184 236 | 184 236 | 301 316 CHF | 303 159 CHF | 99,81% | 99,81% |
14/11/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 185 000 | 185 000 | 184 232 | 184 232 | 307 196 CHF | 309 039 CHF | 99,30% | 99,30% |
13/11/2024 | 0,66% | 1,48 CHF | 1,49 CHF | 190 000 | 190 000 | 189 330 | 189 330 | 283 818 CHF | 285 711 CHF | 99,68% | 99,68% |
12/11/2024 | 0,63% | 1,54 CHF | 1,55 CHF | 190 000 | 190 000 | 187 771 | 187 771 | 297 171 CHF | 299 049 CHF | 99,71% | 99,71% |
11/11/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 185 000 | 185 000 | 184 237 | 184 237 | 302 265 CHF | 304 107 CHF | 100,00% | 100,00% |
08/11/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 185 000 | 185 000 | 185 837 | 185 837 | 297 161 CHF | 299 019 CHF | 99,20% | 99,20% |
07/11/2024 | 0,64% | 1,57 CHF | 1,58 CHF | 190 000 | 190 000 | 188 350 | 188 350 | 294 690 CHF | 296 573 CHF | 99,85% | 99,85% |