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 | 0,54% | 1,88 CHF | 1,89 CHF | 110 000 | 110 000 | 107 596 | 107 596 | 199 228 CHF | 200 304 CHF | 99,47% | 99,47% |
19/11/2024 | 0,57% | 1,78 CHF | 1,79 CHF | 106 000 | 106 000 | 104 329 | 104 329 | 183 756 CHF | 184 799 CHF | 100,00% | 100,00% |
18/11/2024 | 0,59% | 1,72 CHF | 1,73 CHF | 102 000 | 102 000 | 101 503 | 101 503 | 172 080 CHF | 173 095 CHF | 100,00% | 100,00% |
15/11/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 102 000 | 102 000 | 101 238 | 101 238 | 170 610 CHF | 171 623 CHF | 100,00% | 100,00% |
14/11/2024 | 0,58% | 1,69 CHF | 1,70 CHF | 102 000 | 102 000 | 101 976 | 101 976 | 174 489 CHF | 175 509 CHF | 99,33% | 99,33% |
13/11/2024 | 0,58% | 1,73 CHF | 1,74 CHF | 104 000 | 104 000 | 102 066 | 102 066 | 174 255 CHF | 175 276 CHF | 100,00% | 100,00% |
12/11/2024 | 0,63% | 1,68 CHF | 1,69 CHF | 102 000 | 102 000 | 97 893 | 97 893 | 158 738 CHF | 159 719 CHF | 100,00% | 100,00% |
11/11/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 100 000 | 100 000 | 99 371 | 99 371 | 162 606 CHF | 163 600 CHF | 99,24% | 99,24% |
08/11/2024 | 0,61% | 1,62 CHF | 1,63 CHF | 100 000 | 100 000 | 99 272 | 99 272 | 162 341 CHF | 163 334 CHF | 100,00% | 100,00% |
07/11/2024 | 0,62% | 1,57 CHF | 1,58 CHF | 96 000 | 96 000 | 97 353 | 97 353 | 156 271 CHF | 157 245 CHF | 99,40% | 99,40% |