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 | 0,55% | 1,85 CHF | 1,86 CHF | 280 000 | 280 000 | 114 120 | 114 120 | 210 757 CHF | 211 901 CHF | 99,89% | 99,89% |
19/11/2024 | 0,57% | 1,83 CHF | 1,84 CHF | 280 000 | 280 000 | 110 693 | 110 693 | 199 892 CHF | 201 001 CHF | 99,95% | 99,95% |
18/11/2024 | 0,56% | 1,83 CHF | 1,84 CHF | 280 000 | 280 000 | 107 072 | 107 072 | 194 063 CHF | 195 136 CHF | 99,89% | 99,89% |
15/11/2024 | 0,57% | 1,83 CHF | 1,84 CHF | 280 000 | 280 000 | 111 180 | 111 180 | 200 367 CHF | 201 482 CHF | 100,00% | 100,00% |
14/11/2024 | 0,58% | 1,74 CHF | 1,75 CHF | 270 000 | 270 000 | 109 039 | 109 039 | 190 963 CHF | 192 055 CHF | 99,76% | 99,76% |
13/11/2024 | 0,55% | 1,82 CHF | 1,83 CHF | 280 000 | 280 000 | 113 501 | 113 501 | 207 881 CHF | 209 018 CHF | 100,00% | 100,00% |
12/11/2024 | 0,57% | 1,85 CHF | 1,86 CHF | 280 000 | 280 000 | 111 402 | 111 402 | 200 963 CHF | 202 079 CHF | 99,95% | 99,95% |
11/11/2024 | 0,61% | 1,75 CHF | 1,76 CHF | 270 000 | 270 000 | 102 894 | 102 894 | 173 315 CHF | 174 346 CHF | 99,35% | 99,35% |
08/11/2024 | 0,62% | 1,63 CHF | 1,64 CHF | 260 000 | 260 000 | 103 100 | 103 100 | 169 342 CHF | 170 375 CHF | 99,53% | 99,53% |
07/11/2024 | 0,59% | 1,65 CHF | 1,66 CHF | 260 000 | 260 000 | 108 130 | 108 130 | 183 352 CHF | 184 436 CHF | 99,86% | 99,86% |