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 | 1,80% | 0,64 CHF | 0,65 CHF | 250 000 | 250 000 | 129 961 | 129 429 | 82 419 CHF | 83 505 CHF | 99,34% | 99,34% |
19/11/2024 | 1,79% | 0,61 CHF | 0,62 CHF | 250 000 | 250 000 | 130 203 | 129 669 | 80 913 CHF | 81 984 CHF | 98,52% | 98,52% |
18/11/2024 | 2,09% | 0,66 CHF | 0,67 CHF | 250 000 | 250 000 | 129 706 | 129 172 | 86 759 CHF | 88 082 CHF | 98,69% | 98,69% |
15/11/2024 | 1,62% | 0,65 CHF | 0,66 CHF | 250 000 | 250 000 | 130 924 | 130 405 | 85 930 CHF | 86 965 CHF | 95,97% | 95,97% |
14/11/2024 | 1,63% | 0,68 CHF | 0,69 CHF | 250 000 | 250 000 | 130 038 | 129 506 | 89 764 CHF | 90 823 CHF | 99,01% | 99,01% |
13/11/2024 | 1,70% | 0,69 CHF | 0,70 CHF | 250 000 | 250 000 | 135 041 | 134 835 | 90 916 CHF | 92 265 CHF | 88,80% | 88,80% |
12/11/2024 | 1,71% | 0,66 CHF | 0,67 CHF | 250 000 | 250 000 | 131 016 | 130 467 | 87 973 CHF | 89 047 CHF | 95,90% | 95,90% |
11/11/2024 | 1,83% | 0,67 CHF | 0,68 CHF | 250 000 | 250 000 | 130 922 | 129 330 | 83 546 CHF | 84 006 CHF | 99,22% | 99,22% |
08/11/2024 | 1,94% | 0,60 CHF | 0,61 CHF | 250 000 | 250 000 | 131 316 | 129 730 | 76 181 CHF | 76 680 CHF | 98,35% | 98,35% |
07/11/2024 | 1,89% | 0,58 CHF | 0,59 CHF | 250 000 | 250 000 | 132 005 | 130 558 | 77 066 CHF | 77 646 CHF | 97,19% | 97,19% |