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 | 0,74% | 1,40 CHF | 1,41 CHF | 435 000 | 435 000 | 158 196 | 158 196 | 219 723 CHF | 221 309 CHF | 99,45% | 99,45% |
19/11/2024 | 0,73% | 1,40 CHF | 1,41 CHF | 440 000 | 440 000 | 161 085 | 161 085 | 224 855 CHF | 226 469 CHF | 99,76% | 99,76% |
18/11/2024 | 0,72% | 1,39 CHF | 1,40 CHF | 435 000 | 435 000 | 161 481 | 161 481 | 227 705 CHF | 229 323 CHF | 99,79% | 99,79% |
15/11/2024 | 0,73% | 1,42 CHF | 1,43 CHF | 435 000 | 435 000 | 156 433 | 156 433 | 218 169 CHF | 219 736 CHF | 98,45% | 98,45% |
14/11/2024 | 0,76% | 1,35 CHF | 1,36 CHF | 420 000 | 420 000 | 149 451 | 149 451 | 199 910 CHF | 201 407 CHF | 99,28% | 99,28% |
13/11/2024 | 0,79% | 1,34 CHF | 1,35 CHF | 420 000 | 420 000 | 150 903 | 150 903 | 196 693 CHF | 198 205 CHF | 99,67% | 99,67% |
12/11/2024 | 0,82% | 1,30 CHF | 1,31 CHF | 415 000 | 415 000 | 144 326 | 144 326 | 182 830 CHF | 184 275 CHF | 98,82% | 98,82% |
11/11/2024 | 0,88% | 1,20 CHF | 1,21 CHF | 395 000 | 395 000 | 142 750 | 142 750 | 168 358 CHF | 169 788 CHF | 99,62% | 99,62% |
08/11/2024 | 0,91% | 1,11 CHF | 1,12 CHF | 380 000 | 380 000 | 138 671 | 138 671 | 155 470 CHF | 156 859 CHF | 99,66% | 99,66% |
07/11/2024 | 0,92% | 1,11 CHF | 1,12 CHF | 380 000 | 380 000 | 140 165 | 140 165 | 156 053 CHF | 157 460 CHF | 99,62% | 99,62% |