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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1,87% | 0,67 CHF | 0,68 CHF | 250 000 | 250 000 | 129 834 | 129 302 | 84 213 CHF | 85 360 CHF | 99,68% | 99,68% |
20/11/2024 | 1,87% | 0,63 CHF | 0,64 CHF | 250 000 | 250 000 | 130 346 | 129 389 | 82 082 CHF | 82 955 CHF | 99,44% | 99,44% |
19/11/2024 | 1,91% | 0,61 CHF | 0,62 CHF | 250 000 | 250 000 | 130 166 | 129 631 | 80 298 CHF | 81 437 CHF | 98,62% | 98,62% |
18/11/2024 | 1,66% | 0,66 CHF | 0,67 CHF | 250 000 | 250 000 | 129 678 | 129 143 | 86 102 CHF | 87 147 CHF | 98,76% | 98,76% |
15/11/2024 | 1,78% | 0,65 CHF | 0,66 CHF | 250 000 | 250 000 | 130 893 | 130 372 | 85 115 CHF | 86 226 CHF | 96,05% | 96,05% |
14/11/2024 | 1,61% | 0,67 CHF | 0,68 CHF | 250 000 | 250 000 | 130 009 | 129 476 | 88 771 CHF | 89 792 CHF | 99,08% | 99,08% |
13/11/2024 | 1,57% | 0,68 CHF | 0,69 CHF | 250 000 | 250 000 | 132 186 | 131 732 | 87 993 CHF | 89 055 CHF | 93,67% | 93,67% |
12/11/2024 | 1,72% | 0,66 CHF | 0,67 CHF | 250 000 | 250 000 | 131 004 | 130 454 | 87 197 CHF | 88 281 CHF | 95,92% | 95,92% |
11/11/2024 | 1,96% | 0,66 CHF | 0,67 CHF | 250 000 | 250 000 | 130 898 | 129 302 | 82 760 CHF | 83 314 CHF | 99,28% | 99,28% |
08/11/2024 | 2,05% | 0,59 CHF | 0,60 CHF | 250 000 | 250 000 | 131 292 | 129 701 | 75 288 CHF | 75 846 CHF | 98,42% | 98,42% |