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 | 1,17% | 0,86 CHF | 0,87 CHF | 375 000 | 375 000 | 168 288 | 168 288 | 146 579 CHF | 148 266 CHF | 99,91% | 99,91% |
19/11/2024 | 1,18% | 0,88 CHF | 0,89 CHF | 380 000 | 380 000 | 168 485 | 168 485 | 146 296 CHF | 147 984 CHF | 100,00% | 100,00% |
18/11/2024 | 1,22% | 0,85 CHF | 0,86 CHF | 375 000 | 375 000 | 162 424 | 162 424 | 135 628 CHF | 137 255 CHF | 99,64% | 99,64% |
15/11/2024 | 1,11% | 0,86 CHF | 0,87 CHF | 375 000 | 375 000 | 123 898 | 123 898 | 110 126 CHF | 111 368 CHF | 98,89% | 98,89% |
14/11/2024 | 1,87% | 0,90 CHF | 0,91 CHF | 380 000 | 380 000 | 127 402 | 127 402 | 115 971 CHF | 117 406 CHF | 95,14% | 95,14% |
13/11/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 420 000 | 420 000 | 187 555 | 187 555 | 199 833 CHF | 201 712 CHF | 99,78% | 99,78% |
12/11/2024 | 0,95% | 1,08 CHF | 1,09 CHF | 425 000 | 425 000 | 188 509 | 188 509 | 202 463 CHF | 204 351 CHF | 100,00% | 100,00% |
11/11/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 425 000 | 425 000 | 190 863 | 190 863 | 206 827 CHF | 208 739 CHF | 99,90% | 99,90% |
08/11/2024 | 0,93% | 1,09 CHF | 1,10 CHF | 435 000 | 435 000 | 194 315 | 194 315 | 212 674 CHF | 214 621 CHF | 100,00% | 100,00% |
07/11/2024 | 0,93% | 1,09 CHF | 1,10 CHF | 435 000 | 435 000 | 193 442 | 193 442 | 210 529 CHF | 212 467 CHF | 99,86% | 99,86% |