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 | 0,62% | 1,67 CHF | 1,68 CHF | 435 000 | 435 000 | 158 889 | 158 889 | 263 214 CHF | 264 806 CHF | 99,70% | 99,70% |
19/11/2024 | 0,61% | 1,67 CHF | 1,68 CHF | 440 000 | 440 000 | 160 645 | 160 645 | 266 917 CHF | 268 526 CHF | 99,70% | 99,70% |
18/11/2024 | 0,61% | 1,66 CHF | 1,67 CHF | 435 000 | 435 000 | 159 755 | 159 755 | 267 944 CHF | 269 544 CHF | 99,10% | 99,10% |
15/11/2024 | 0,62% | 1,68 CHF | 1,69 CHF | 435 000 | 435 000 | 157 131 | 157 131 | 261 077 CHF | 262 651 CHF | 98,90% | 98,90% |
14/11/2024 | 0,63% | 1,62 CHF | 1,63 CHF | 420 000 | 420 000 | 150 104 | 150 104 | 240 884 CHF | 242 388 CHF | 99,18% | 99,18% |
13/11/2024 | 0,65% | 1,60 CHF | 1,61 CHF | 420 000 | 420 000 | 150 835 | 150 835 | 236 802 CHF | 238 313 CHF | 99,19% | 99,19% |
12/11/2024 | 0,68% | 1,56 CHF | 1,57 CHF | 415 000 | 415 000 | 143 778 | 143 778 | 220 366 CHF | 221 806 CHF | 98,57% | 98,57% |
11/11/2024 | 0,71% | 1,47 CHF | 1,48 CHF | 395 000 | 395 000 | 142 901 | 142 901 | 206 403 CHF | 207 834 CHF | 99,67% | 99,67% |
08/11/2024 | 0,74% | 1,38 CHF | 1,39 CHF | 380 000 | 380 000 | 138 147 | 138 147 | 191 351 CHF | 192 735 CHF | 99,52% | 99,52% |
07/11/2024 | 0,74% | 1,38 CHF | 1,39 CHF | 380 000 | 380 000 | 139 783 | 139 783 | 192 493 CHF | 193 896 CHF | 99,46% | 99,46% |