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 | 0,65% | 1,58 CHF | 1,59 CHF | 280 000 | 280 000 | 114 119 | 114 119 | 180 046 CHF | 181 190 CHF | 99,89% | 99,89% |
19/11/2024 | 0,67% | 1,57 CHF | 1,58 CHF | 280 000 | 280 000 | 110 686 | 110 686 | 170 208 CHF | 171 317 CHF | 99,95% | 99,95% |
18/11/2024 | 0,66% | 1,56 CHF | 1,57 CHF | 280 000 | 280 000 | 107 072 | 107 072 | 165 211 CHF | 166 283 CHF | 99,89% | 99,89% |
15/11/2024 | 0,67% | 1,56 CHF | 1,57 CHF | 280 000 | 280 000 | 111 179 | 111 179 | 170 336 CHF | 171 451 CHF | 100,00% | 100,00% |
14/11/2024 | 0,68% | 1,47 CHF | 1,48 CHF | 270 000 | 270 000 | 109 039 | 109 039 | 161 517 CHF | 162 609 CHF | 99,76% | 99,76% |
13/11/2024 | 0,65% | 1,55 CHF | 1,56 CHF | 280 000 | 280 000 | 113 500 | 113 500 | 177 498 CHF | 178 635 CHF | 100,00% | 100,00% |
12/11/2024 | 0,67% | 1,58 CHF | 1,59 CHF | 280 000 | 280 000 | 111 411 | 111 411 | 171 245 CHF | 172 361 CHF | 99,95% | 99,95% |
11/11/2024 | 0,72% | 1,48 CHF | 1,49 CHF | 270 000 | 270 000 | 102 896 | 102 896 | 145 887 CHF | 146 918 CHF | 99,36% | 99,36% |
08/11/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 260 000 | 260 000 | 103 098 | 103 098 | 141 983 CHF | 143 016 CHF | 99,53% | 99,53% |
07/11/2024 | 0,70% | 1,39 CHF | 1,40 CHF | 260 000 | 260 000 | 108 133 | 108 133 | 154 762 CHF | 155 846 CHF | 99,86% | 99,86% |