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 | 1,26% | 0,80 CHF | 0,81 CHF | 490 000 | 490 000 | 489 084 | 489 084 | 386 580 CHF | 391 471 CHF | 100,00% | 100,00% |
19/11/2024 | 1,26% | 0,79 CHF | 0,80 CHF | 490 000 | 490 000 | 488 963 | 488 963 | 385 486 CHF | 390 376 CHF | 100,00% | 100,00% |
18/11/2024 | 1,31% | 0,76 CHF | 0,77 CHF | 480 000 | 480 000 | 480 000 | 480 000 | 364 712 CHF | 369 512 CHF | 100,00% | 100,00% |
15/11/2024 | 1,30% | 0,77 CHF | 0,78 CHF | 485 000 | 485 000 | 480 310 | 480 310 | 365 999 CHF | 370 802 CHF | 100,00% | 100,00% |
14/11/2024 | 1,31% | 0,75 CHF | 0,76 CHF | 475 000 | 475 000 | 478 463 | 478 463 | 361 868 CHF | 366 652 CHF | 100,00% | 100,00% |
13/11/2024 | 1,29% | 0,77 CHF | 0,78 CHF | 485 000 | 485 000 | 482 669 | 482 669 | 371 872 CHF | 376 699 CHF | 100,00% | 100,00% |
12/11/2024 | 1,31% | 0,77 CHF | 0,78 CHF | 480 000 | 480 000 | 480 000 | 480 000 | 365 397 CHF | 370 197 CHF | 99,85% | 99,85% |
11/11/2024 | 1,35% | 0,74 CHF | 0,75 CHF | 475 000 | 475 000 | 471 425 | 471 425 | 347 774 CHF | 352 488 CHF | 99,65% | 99,65% |
08/11/2024 | 1,34% | 0,74 CHF | 0,75 CHF | 475 000 | 475 000 | 473 443 | 473 443 | 350 231 CHF | 354 966 CHF | 98,72% | 98,72% |
07/11/2024 | 1,36% | 0,73 CHF | 0,74 CHF | 470 000 | 470 000 | 470 000 | 470 000 | 342 879 CHF | 347 579 CHF | 100,00% | 100,00% |