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 | 0,78% | 1,31 CHF | 1,32 CHF | 280 000 | 280 000 | 114 117 | 114 117 | 149 303 CHF | 150 446 CHF | 99,89% | 99,89% |
19/11/2024 | 0,81% | 1,30 CHF | 1,31 CHF | 280 000 | 280 000 | 110 690 | 110 690 | 140 583 CHF | 141 692 CHF | 99,95% | 99,95% |
18/11/2024 | 0,80% | 1,29 CHF | 1,30 CHF | 280 000 | 280 000 | 107 067 | 107 067 | 136 351 CHF | 137 424 CHF | 99,89% | 99,89% |
15/11/2024 | 0,82% | 1,29 CHF | 1,30 CHF | 280 000 | 280 000 | 111 183 | 111 183 | 140 317 CHF | 141 432 CHF | 100,00% | 100,00% |
14/11/2024 | 0,84% | 1,20 CHF | 1,21 CHF | 270 000 | 270 000 | 109 041 | 109 041 | 132 076 CHF | 133 168 CHF | 99,76% | 99,76% |
13/11/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 280 000 | 280 000 | 113 498 | 113 498 | 146 996 CHF | 148 133 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 1,32 CHF | 1,33 CHF | 280 000 | 280 000 | 111 409 | 111 409 | 141 353 CHF | 142 469 CHF | 99,95% | 99,95% |
11/11/2024 | 0,89% | 1,21 CHF | 1,22 CHF | 270 000 | 270 000 | 102 891 | 102 891 | 118 430 CHF | 119 460 CHF | 99,36% | 99,36% |
08/11/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 260 000 | 260 000 | 103 097 | 103 097 | 114 709 CHF | 115 742 CHF | 99,53% | 99,53% |
07/11/2024 | 0,86% | 1,12 CHF | 1,13 CHF | 260 000 | 260 000 | 108 122 | 108 122 | 125 912 CHF | 126 995 CHF | 99,86% | 99,86% |