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 | 1,03% | 0,97 CHF | 0,98 CHF | 490 000 | 490 000 | 489 083 | 489 083 | 472 128 CHF | 477 019 CHF | 100,00% | 100,00% |
19/11/2024 | 1,03% | 0,97 CHF | 0,98 CHF | 490 000 | 490 000 | 488 963 | 488 963 | 470 576 CHF | 475 465 CHF | 100,00% | 100,00% |
18/11/2024 | 1,07% | 0,93 CHF | 0,94 CHF | 480 000 | 480 000 | 480 000 | 480 000 | 446 962 CHF | 451 762 CHF | 100,00% | 100,00% |
15/11/2024 | 1,06% | 0,95 CHF | 0,96 CHF | 485 000 | 485 000 | 480 310 | 480 310 | 448 972 CHF | 453 775 CHF | 100,00% | 100,00% |
14/11/2024 | 1,07% | 0,92 CHF | 0,93 CHF | 475 000 | 475 000 | 478 461 | 478 461 | 444 918 CHF | 449 702 CHF | 100,00% | 100,00% |
13/11/2024 | 1,05% | 0,95 CHF | 0,96 CHF | 485 000 | 485 000 | 482 669 | 482 669 | 455 918 CHF | 460 745 CHF | 100,00% | 100,00% |
12/11/2024 | 1,06% | 0,94 CHF | 0,95 CHF | 480 000 | 480 000 | 480 000 | 480 000 | 449 251 CHF | 454 051 CHF | 99,87% | 99,87% |
11/11/2024 | 1,09% | 0,92 CHF | 0,93 CHF | 475 000 | 475 000 | 471 428 | 471 428 | 429 576 CHF | 434 291 CHF | 99,69% | 99,69% |
08/11/2024 | 1,09% | 0,92 CHF | 0,93 CHF | 475 000 | 475 000 | 473 441 | 473 441 | 432 919 CHF | 437 653 CHF | 98,80% | 98,80% |
07/11/2024 | 1,10% | 0,91 CHF | 0,92 CHF | 470 000 | 470 000 | 470 000 | 470 000 | 423 809 CHF | 428 509 CHF | 100,00% | 100,00% |