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 | 0,64% | 1,60 CHF | 1,61 CHF | 210 000 | 210 000 | 86 679 | 86 679 | 139 550 CHF | 140 423 CHF | 99,30% | 99,30% |
19/11/2024 | 0,66% | 1,59 CHF | 1,60 CHF | 210 000 | 210 000 | 89 486 | 89 486 | 138 362 CHF | 139 259 CHF | 99,50% | 99,50% |
18/11/2024 | 0,67% | 1,55 CHF | 1,56 CHF | 210 000 | 210 000 | 86 154 | 86 154 | 130 872 CHF | 131 735 CHF | 99,14% | 99,14% |
15/11/2024 | 0,62% | 1,55 CHF | 1,56 CHF | 210 000 | 210 000 | 80 482 | 80 482 | 129 430 CHF | 130 237 CHF | 98,46% | 98,46% |
14/11/2024 | 0,60% | 1,72 CHF | 1,73 CHF | 200 000 | 200 000 | 79 726 | 79 726 | 136 957 CHF | 137 757 CHF | 99,14% | 99,14% |
13/11/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 210 000 | 210 000 | 78 103 | 78 103 | 135 470 CHF | 136 254 CHF | 99,16% | 99,16% |
12/11/2024 | 0,77% | 1,78 CHF | 1,79 CHF | 200 000 | 200 000 | 72 938 | 72 938 | 131 157 CHF | 131 904 CHF | 95,20% | 98,93% |
11/11/2024 | 0,54% | 1,83 CHF | 1,84 CHF | 200 000 | 200 000 | 75 156 | 75 156 | 140 474 CHF | 141 228 CHF | 98,82% | 98,82% |
08/11/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 190 000 | 190 000 | 73 455 | 73 455 | 141 516 CHF | 142 253 CHF | 99,03% | 99,03% |
07/11/2024 | 1,06% | 2,01 CHF | 2,02 CHF | 190 000 | 190 000 | 62 308 | 62 308 | 117 290 CHF | 118 149 CHF | 95,91% | 95,91% |