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 | 0,99% | 0,98 CHF | 0,99 CHF | 238 900 | 238 900 | 240 710 | 240 710 | 242 298 CHF | 244 705 CHF | 100,00% | 100,00% |
19/11/2024 | 1,00% | 1,00 CHF | 1,01 CHF | 242 000 | 242 000 | 236 283 | 236 283 | 235 156 CHF | 237 519 CHF | 100,00% | 100,00% |
18/11/2024 | 0,96% | 1,03 CHF | 1,04 CHF | 232 500 | 232 500 | 228 458 | 228 458 | 236 529 CHF | 238 814 CHF | 100,00% | 100,00% |
15/11/2024 | 0,94% | 1,04 CHF | 1,05 CHF | 225 800 | 225 800 | 229 046 | 229 046 | 243 110 CHF | 245 400 CHF | 100,00% | 100,00% |
14/11/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 231 200 | 231 200 | 230 477 | 230 477 | 240 274 CHF | 242 578 CHF | 99,79% | 99,79% |
13/11/2024 | 0,95% | 1,01 CHF | 1,02 CHF | 230 100 | 230 100 | 233 421 | 233 421 | 244 598 CHF | 246 933 CHF | 100,00% | 100,00% |
12/11/2024 | 0,96% | 1,03 CHF | 1,04 CHF | 235 700 | 235 700 | 233 048 | 233 048 | 241 782 CHF | 244 113 CHF | 100,00% | 100,00% |
11/11/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 231 300 | 231 300 | 228 103 | 228 103 | 240 718 CHF | 242 999 CHF | 100,00% | 100,00% |
08/11/2024 | 0,92% | 1,06 CHF | 1,07 CHF | 226 100 | 226 100 | 220 493 | 220 493 | 237 648 CHF | 239 853 CHF | 100,00% | 100,00% |
07/11/2024 | 0,88% | 1,11 CHF | 1,12 CHF | 216 800 | 216 800 | 225 092 | 225 092 | 253 970 CHF | 256 221 CHF | 100,00% | 100,00% |