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% | 1,02 CHF | 1,03 CHF | 490 000 | 490 000 | 489 085 | 489 085 | 494 043 CHF | 498 934 CHF | 100,00% | 100,00% |
19/11/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 490 000 | 490 000 | 488 963 | 488 963 | 492 971 CHF | 497 861 CHF | 100,00% | 100,00% |
18/11/2024 | 1,02% | 0,98 CHF | 0,99 CHF | 480 000 | 480 000 | 480 000 | 480 000 | 470 286 CHF | 475 086 CHF | 100,00% | 100,00% |
15/11/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 485 000 | 485 000 | 480 309 | 480 309 | 471 545 CHF | 476 348 CHF | 100,00% | 100,00% |
14/11/2024 | 1,02% | 0,97 CHF | 0,98 CHF | 475 000 | 475 000 | 478 462 | 478 462 | 467 067 CHF | 471 852 CHF | 100,00% | 100,00% |
13/11/2024 | 1,00% | 0,99 CHF | 1,00 CHF | 485 000 | 485 000 | 482 671 | 482 671 | 478 004 CHF | 482 830 CHF | 100,00% | 100,00% |
12/11/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 480 000 | 480 000 | 480 000 | 480 000 | 470 997 CHF | 475 797 CHF | 99,85% | 99,85% |
11/11/2024 | 1,04% | 0,96 CHF | 0,97 CHF | 475 000 | 475 000 | 471 428 | 471 428 | 451 490 CHF | 456 204 CHF | 99,64% | 99,64% |
08/11/2024 | 1,04% | 0,96 CHF | 0,97 CHF | 475 000 | 475 000 | 473 444 | 473 444 | 454 390 CHF | 459 124 CHF | 98,70% | 98,70% |
07/11/2024 | 1,05% | 0,95 CHF | 0,96 CHF | 470 000 | 470 000 | 470 000 | 470 000 | 446 279 CHF | 450 979 CHF | 100,00% | 100,00% |