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 | 0,61% | 1,67 CHF | 1,68 CHF | 280 000 | 280 000 | 114 127 | 114 127 | 190 337 CHF | 191 481 CHF | 99,89% | 99,89% |
19/11/2024 | 0,63% | 1,66 CHF | 1,67 CHF | 280 000 | 280 000 | 110 691 | 110 691 | 180 172 CHF | 181 281 CHF | 99,95% | 99,95% |
18/11/2024 | 0,62% | 1,65 CHF | 1,66 CHF | 280 000 | 280 000 | 107 077 | 107 077 | 174 895 CHF | 175 967 CHF | 99,89% | 99,89% |
15/11/2024 | 0,63% | 1,65 CHF | 1,66 CHF | 280 000 | 280 000 | 111 176 | 111 176 | 180 408 CHF | 181 523 CHF | 100,00% | 100,00% |
14/11/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 270 000 | 270 000 | 109 040 | 109 040 | 171 387 CHF | 172 480 CHF | 99,76% | 99,76% |
13/11/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 280 000 | 280 000 | 113 494 | 113 494 | 187 719 CHF | 188 856 CHF | 100,00% | 100,00% |
12/11/2024 | 0,63% | 1,67 CHF | 1,68 CHF | 280 000 | 280 000 | 111 410 | 111 410 | 181 262 CHF | 182 378 CHF | 99,95% | 99,95% |
11/11/2024 | 0,68% | 1,57 CHF | 1,58 CHF | 270 000 | 270 000 | 102 888 | 102 888 | 155 097 CHF | 156 128 CHF | 99,35% | 99,35% |
08/11/2024 | 0,69% | 1,45 CHF | 1,46 CHF | 260 000 | 260 000 | 103 097 | 103 097 | 151 198 CHF | 152 231 CHF | 99,53% | 99,53% |
07/11/2024 | 0,66% | 1,48 CHF | 1,49 CHF | 260 000 | 260 000 | 108 123 | 108 123 | 164 374 CHF | 165 458 CHF | 99,86% | 99,86% |