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 | 0,77% | 1,27 CHF | 1,28 CHF | 315 000 | 315 000 | 110 279 | 110 279 | 142 878 CHF | 143 982 CHF | 99,78% | 99,78% |
19/11/2024 | 0,77% | 1,32 CHF | 1,33 CHF | 325 000 | 325 000 | 111 933 | 111 933 | 148 381 CHF | 149 501 CHF | 100,00% | 100,00% |
18/11/2024 | 0,78% | 1,31 CHF | 1,32 CHF | 320 000 | 320 000 | 110 129 | 110 129 | 144 215 CHF | 145 317 CHF | 99,90% | 99,90% |
15/11/2024 | 0,79% | 1,30 CHF | 1,31 CHF | 320 000 | 320 000 | 109 477 | 109 477 | 141 512 CHF | 142 608 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 310 000 | 310 000 | 105 382 | 105 382 | 134 107 CHF | 135 162 CHF | 100,00% | 100,00% |
13/11/2024 | 0,79% | 1,28 CHF | 1,29 CHF | 315 000 | 315 000 | 109 311 | 109 311 | 140 032 CHF | 141 126 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 1,27 CHF | 1,28 CHF | 315 000 | 315 000 | 109 244 | 109 244 | 137 822 CHF | 138 916 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 1,20 CHF | 1,21 CHF | 310 000 | 310 000 | 107 630 | 107 630 | 131 869 CHF | 132 946 CHF | 99,77% | 99,77% |
08/11/2024 | 1,31% | 1,22 CHF | 1,23 CHF | 315 000 | 315 000 | 87 354 | 87 354 | 108 247 CHF | 109 231 CHF | 99,21% | 99,21% |
07/11/2024 | 0,91% | 1,07 CHF | 1,08 CHF | 295 000 | 295 000 | 102 778 | 102 778 | 112 497 CHF | 113 526 CHF | 99,85% | 99,85% |