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 | 1,33% | 0,75 CHF | 0,76 CHF | 490 000 | 490 000 | 489 083 | 489 083 | 365 156 CHF | 370 047 CHF | 100,00% | 100,00% |
19/11/2024 | 1,33% | 0,75 CHF | 0,76 CHF | 490 000 | 490 000 | 488 963 | 488 963 | 364 103 CHF | 368 993 CHF | 100,00% | 100,00% |
18/11/2024 | 1,39% | 0,71 CHF | 0,72 CHF | 480 000 | 480 000 | 480 000 | 480 000 | 343 771 CHF | 348 571 CHF | 100,00% | 100,00% |
15/11/2024 | 1,38% | 0,73 CHF | 0,74 CHF | 485 000 | 485 000 | 480 309 | 480 309 | 344 990 CHF | 349 793 CHF | 100,00% | 100,00% |
14/11/2024 | 1,39% | 0,70 CHF | 0,71 CHF | 475 000 | 475 000 | 478 462 | 478 462 | 341 382 CHF | 346 167 CHF | 100,00% | 100,00% |
13/11/2024 | 1,37% | 0,73 CHF | 0,74 CHF | 485 000 | 485 000 | 482 670 | 482 670 | 350 995 CHF | 355 822 CHF | 100,00% | 100,00% |
12/11/2024 | 1,38% | 0,72 CHF | 0,73 CHF | 480 000 | 480 000 | 480 000 | 480 000 | 345 263 CHF | 350 063 CHF | 99,88% | 99,88% |
11/11/2024 | 1,43% | 0,70 CHF | 0,71 CHF | 475 000 | 475 000 | 471 427 | 471 427 | 326 332 CHF | 331 046 CHF | 99,64% | 99,64% |
08/11/2024 | 1,42% | 0,70 CHF | 0,71 CHF | 475 000 | 475 000 | 473 446 | 473 446 | 329 999 CHF | 334 733 CHF | 98,68% | 98,68% |
07/11/2024 | 1,45% | 0,69 CHF | 0,70 CHF | 470 000 | 470 000 | 470 000 | 470 000 | 321 379 CHF | 326 079 CHF | 100,00% | 100,00% |