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 | 0,53% | 1,95 CHF | 1,96 CHF | 280 000 | 280 000 | 114 130 | 114 130 | 221 290 CHF | 222 434 CHF | 99,89% | 99,89% |
19/11/2024 | 0,54% | 1,93 CHF | 1,94 CHF | 280 000 | 280 000 | 110 684 | 110 684 | 210 161 CHF | 211 270 CHF | 99,95% | 99,95% |
18/11/2024 | 0,53% | 1,92 CHF | 1,93 CHF | 280 000 | 280 000 | 107 078 | 107 078 | 204 061 CHF | 205 133 CHF | 99,89% | 99,89% |
15/11/2024 | 0,54% | 1,92 CHF | 1,93 CHF | 280 000 | 280 000 | 111 180 | 111 180 | 210 676 CHF | 211 792 CHF | 100,00% | 100,00% |
14/11/2024 | 0,55% | 1,83 CHF | 1,84 CHF | 270 000 | 270 000 | 109 048 | 109 048 | 201 183 CHF | 202 275 CHF | 99,76% | 99,76% |
13/11/2024 | 0,53% | 1,91 CHF | 1,92 CHF | 280 000 | 280 000 | 113 501 | 113 501 | 218 485 CHF | 219 622 CHF | 100,00% | 100,00% |
12/11/2024 | 0,54% | 1,94 CHF | 1,95 CHF | 280 000 | 280 000 | 111 402 | 111 402 | 211 395 CHF | 212 511 CHF | 99,95% | 99,95% |
11/11/2024 | 0,58% | 1,84 CHF | 1,85 CHF | 270 000 | 270 000 | 102 891 | 102 891 | 182 797 CHF | 183 828 CHF | 99,36% | 99,36% |
08/11/2024 | 0,59% | 1,72 CHF | 1,73 CHF | 260 000 | 260 000 | 103 100 | 103 100 | 178 818 CHF | 179 851 CHF | 99,53% | 99,53% |
07/11/2024 | 0,56% | 1,75 CHF | 1,76 CHF | 260 000 | 260 000 | 108 126 | 108 126 | 193 309 CHF | 194 393 CHF | 99,86% | 99,86% |