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 | 435 000 | 435 000 | 158 232 | 158 232 | 233 920 CHF | 235 506 CHF | 99,47% | 99,47% |
19/11/2024 | 0,69% | 1,49 CHF | 1,50 CHF | 440 000 | 440 000 | 160 878 | 160 878 | 238 848 CHF | 240 460 CHF | 99,56% | 99,56% |
18/11/2024 | 0,68% | 1,48 CHF | 1,49 CHF | 435 000 | 435 000 | 160 716 | 160 716 | 240 986 CHF | 242 596 CHF | 99,44% | 99,44% |
15/11/2024 | 0,69% | 1,51 CHF | 1,52 CHF | 435 000 | 435 000 | 156 366 | 156 366 | 231 999 CHF | 233 566 CHF | 98,63% | 98,63% |
14/11/2024 | 0,71% | 1,44 CHF | 1,45 CHF | 420 000 | 420 000 | 150 617 | 150 617 | 214 898 CHF | 216 406 CHF | 99,66% | 99,66% |
13/11/2024 | 0,74% | 1,43 CHF | 1,44 CHF | 420 000 | 420 000 | 151 575 | 151 575 | 211 006 CHF | 212 524 CHF | 99,74% | 99,74% |
12/11/2024 | 0,77% | 1,39 CHF | 1,40 CHF | 415 000 | 415 000 | 143 853 | 143 853 | 194 977 CHF | 196 418 CHF | 98,56% | 98,56% |
11/11/2024 | 0,81% | 1,29 CHF | 1,30 CHF | 395 000 | 395 000 | 142 337 | 142 337 | 180 448 CHF | 181 873 CHF | 99,31% | 99,31% |
08/11/2024 | 0,84% | 1,20 CHF | 1,21 CHF | 380 000 | 380 000 | 138 758 | 138 758 | 167 836 CHF | 169 226 CHF | 99,20% | 99,20% |
07/11/2024 | 0,85% | 1,20 CHF | 1,21 CHF | 380 000 | 380 000 | 139 587 | 139 587 | 167 692 CHF | 169 094 CHF | 99,38% | 99,38% |