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 | 0,72% | 1,35 CHF | 1,36 CHF | 110 000 | 110 000 | 108 995 | 108 995 | 153 755 CHF | 154 846 CHF | 95,89% | 95,89% |
19/11/2024 | 0,73% | 1,42 CHF | 1,43 CHF | 110 000 | 110 000 | 108 820 | 108 820 | 152 518 CHF | 153 608 CHF | 97,17% | 97,17% |
18/11/2024 | 0,70% | 1,47 CHF | 1,48 CHF | 110 000 | 110 000 | 108 891 | 108 891 | 158 435 CHF | 159 525 CHF | 99,64% | 99,64% |
15/11/2024 | 0,73% | 1,38 CHF | 1,39 CHF | 110 000 | 110 000 | 108 873 | 108 873 | 151 782 CHF | 152 872 CHF | 99,40% | 99,40% |
14/11/2024 | 0,74% | 1,40 CHF | 1,41 CHF | 110 000 | 110 000 | 108 846 | 108 846 | 149 781 CHF | 150 871 CHF | 98,08% | 98,08% |
13/11/2024 | 0,75% | 1,34 CHF | 1,35 CHF | 110 000 | 110 000 | 108 893 | 108 893 | 148 496 CHF | 149 586 CHF | 98,40% | 98,40% |
12/11/2024 | 0,72% | 1,35 CHF | 1,36 CHF | 110 000 | 110 000 | 108 835 | 108 835 | 153 113 CHF | 154 203 CHF | 98,17% | 98,17% |
11/11/2024 | 0,71% | 1,45 CHF | 1,46 CHF | 110 000 | 110 000 | 108 884 | 108 884 | 156 707 CHF | 157 797 CHF | 99,06% | 99,06% |
08/11/2024 | 0,73% | 1,39 CHF | 1,40 CHF | 110 000 | 110 000 | 108 085 | 108 085 | 151 905 CHF | 152 995 CHF | 97,61% | 97,61% |
07/11/2024 | 0,70% | 1,45 CHF | 1,46 CHF | 110 000 | 110 000 | 108 335 | 108 335 | 159 300 CHF | 160 385 CHF | 98,33% | 98,33% |