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 | 0,84% | 1,23 CHF | 1,24 CHF | 280 000 | 280 000 | 114 120 | 114 120 | 139 074 CHF | 140 217 CHF | 99,89% | 99,89% |
19/11/2024 | 0,87% | 1,21 CHF | 1,22 CHF | 280 000 | 280 000 | 110 693 | 110 693 | 130 737 CHF | 131 846 CHF | 99,95% | 99,95% |
18/11/2024 | 0,86% | 1,20 CHF | 1,21 CHF | 280 000 | 280 000 | 107 070 | 107 070 | 126 775 CHF | 127 848 CHF | 99,89% | 99,89% |
15/11/2024 | 0,88% | 1,20 CHF | 1,21 CHF | 280 000 | 280 000 | 111 180 | 111 180 | 130 333 CHF | 131 448 CHF | 100,00% | 100,00% |
14/11/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 270 000 | 270 000 | 109 039 | 109 039 | 122 281 CHF | 123 374 CHF | 99,76% | 99,76% |
13/11/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 280 000 | 280 000 | 113 501 | 113 501 | 136 896 CHF | 138 033 CHF | 100,00% | 100,00% |
12/11/2024 | 0,87% | 1,23 CHF | 1,24 CHF | 280 000 | 280 000 | 111 380 | 111 380 | 131 381 CHF | 132 497 CHF | 99,95% | 99,95% |
11/11/2024 | 0,96% | 1,12 CHF | 1,13 CHF | 270 000 | 270 000 | 102 891 | 102 891 | 109 284 CHF | 110 315 CHF | 99,36% | 99,36% |
08/11/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 260 000 | 260 000 | 103 100 | 103 100 | 105 645 CHF | 106 678 CHF | 99,53% | 99,53% |
07/11/2024 | 0,93% | 1,04 CHF | 1,05 CHF | 260 000 | 260 000 | 108 130 | 108 130 | 116 439 CHF | 117 523 CHF | 99,86% | 99,86% |