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 | 0,73% | 1,40 CHF | 1,41 CHF | 280 000 | 280 000 | 114 115 | 114 115 | 159 578 CHF | 160 722 CHF | 99,89% | 99,89% |
19/11/2024 | 0,75% | 1,39 CHF | 1,40 CHF | 280 000 | 280 000 | 110 685 | 110 685 | 150 541 CHF | 151 650 CHF | 99,95% | 99,95% |
18/11/2024 | 0,74% | 1,38 CHF | 1,39 CHF | 280 000 | 280 000 | 107 067 | 107 067 | 146 037 CHF | 147 109 CHF | 99,89% | 99,89% |
15/11/2024 | 0,76% | 1,38 CHF | 1,39 CHF | 280 000 | 280 000 | 111 179 | 111 179 | 150 402 CHF | 151 518 CHF | 100,00% | 100,00% |
14/11/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 270 000 | 270 000 | 109 041 | 109 041 | 141 942 CHF | 143 034 CHF | 99,76% | 99,76% |
13/11/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 280 000 | 280 000 | 113 500 | 113 500 | 157 229 CHF | 158 366 CHF | 100,00% | 100,00% |
12/11/2024 | 0,75% | 1,41 CHF | 1,42 CHF | 280 000 | 280 000 | 111 401 | 111 401 | 151 362 CHF | 152 478 CHF | 99,95% | 99,95% |
11/11/2024 | 0,82% | 1,30 CHF | 1,31 CHF | 270 000 | 270 000 | 102 893 | 102 893 | 127 655 CHF | 128 686 CHF | 99,36% | 99,36% |
08/11/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 260 000 | 260 000 | 103 100 | 103 100 | 123 854 CHF | 124 887 CHF | 99,53% | 99,53% |
07/11/2024 | 0,80% | 1,21 CHF | 1,22 CHF | 260 000 | 260 000 | 108 129 | 108 129 | 135 568 CHF | 136 651 CHF | 99,86% | 99,86% |