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 | 0,61% | 1,69 CHF | 1,70 CHF | 210 000 | 210 000 | 86 946 | 86 946 | 147 659 CHF | 148 535 CHF | 99,37% | 99,37% |
19/11/2024 | 0,63% | 1,67 CHF | 1,68 CHF | 210 000 | 210 000 | 89 263 | 89 263 | 145 799 CHF | 146 693 CHF | 99,39% | 99,39% |
18/11/2024 | 0,63% | 1,64 CHF | 1,65 CHF | 210 000 | 210 000 | 86 576 | 86 576 | 139 180 CHF | 140 047 CHF | 99,40% | 99,40% |
15/11/2024 | 0,59% | 1,64 CHF | 1,65 CHF | 210 000 | 210 000 | 80 203 | 80 203 | 136 069 CHF | 136 873 CHF | 98,39% | 98,39% |
14/11/2024 | 0,57% | 1,81 CHF | 1,82 CHF | 200 000 | 200 000 | 79 584 | 79 584 | 143 738 CHF | 144 538 CHF | 99,52% | 99,52% |
13/11/2024 | 0,56% | 1,78 CHF | 1,79 CHF | 210 000 | 210 000 | 78 022 | 78 022 | 142 168 CHF | 142 952 CHF | 99,27% | 99,27% |
12/11/2024 | 0,73% | 1,86 CHF | 1,87 CHF | 200 000 | 200 000 | 72 968 | 72 968 | 137 611 CHF | 138 358 CHF | 95,24% | 98,98% |
11/11/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 200 000 | 200 000 | 75 410 | 75 410 | 147 524 CHF | 148 281 CHF | 98,92% | 98,92% |
08/11/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 190 000 | 190 000 | 73 218 | 73 218 | 147 370 CHF | 148 106 CHF | 99,23% | 99,23% |
07/11/2024 | 1,01% | 2,10 CHF | 2,11 CHF | 190 000 | 190 000 | 62 128 | 62 128 | 122 337 CHF | 123 195 CHF | 95,88% | 95,88% |