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 | 0,69% | 1,49 CHF | 1,50 CHF | 280 000 | 280 000 | 114 120 | 114 120 | 169 746 CHF | 170 889 CHF | 99,89% | 99,89% |
19/11/2024 | 0,71% | 1,48 CHF | 1,49 CHF | 280 000 | 280 000 | 110 694 | 110 694 | 160 251 CHF | 161 360 CHF | 99,95% | 99,95% |
18/11/2024 | 0,70% | 1,47 CHF | 1,48 CHF | 280 000 | 280 000 | 107 073 | 107 073 | 155 522 CHF | 156 594 CHF | 99,89% | 99,89% |
15/11/2024 | 0,71% | 1,47 CHF | 1,48 CHF | 280 000 | 280 000 | 111 180 | 111 180 | 160 237 CHF | 161 352 CHF | 100,00% | 100,00% |
14/11/2024 | 0,73% | 1,38 CHF | 1,39 CHF | 270 000 | 270 000 | 109 040 | 109 040 | 151 656 CHF | 152 748 CHF | 99,76% | 99,76% |
13/11/2024 | 0,69% | 1,46 CHF | 1,47 CHF | 280 000 | 280 000 | 113 501 | 113 501 | 167 277 CHF | 168 415 CHF | 100,00% | 100,00% |
12/11/2024 | 0,71% | 1,49 CHF | 1,50 CHF | 280 000 | 280 000 | 111 411 | 111 411 | 161 230 CHF | 162 346 CHF | 99,95% | 99,95% |
11/11/2024 | 0,77% | 1,39 CHF | 1,40 CHF | 270 000 | 270 000 | 102 895 | 102 895 | 136 663 CHF | 137 694 CHF | 99,36% | 99,36% |
08/11/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 260 000 | 260 000 | 103 098 | 103 098 | 132 790 CHF | 133 823 CHF | 99,53% | 99,53% |
07/11/2024 | 0,75% | 1,30 CHF | 1,31 CHF | 260 000 | 260 000 | 108 133 | 108 133 | 145 119 CHF | 146 202 CHF | 99,86% | 99,86% |