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 | 1,06% | 0,95 CHF | 0,96 CHF | 330 000 | 330 000 | 323 783 | 323 783 | 305 138 CHF | 308 376 CHF | 100,00% | 100,00% |
19/11/2024 | 1,06% | 0,94 CHF | 0,95 CHF | 325 000 | 325 000 | 323 416 | 323 416 | 304 278 CHF | 307 512 CHF | 100,00% | 100,00% |
18/11/2024 | 1,08% | 0,92 CHF | 0,93 CHF | 320 000 | 320 000 | 318 031 | 318 031 | 291 884 CHF | 295 064 CHF | 100,00% | 100,00% |
15/11/2024 | 1,09% | 0,91 CHF | 0,92 CHF | 315 000 | 315 000 | 314 628 | 314 628 | 287 179 CHF | 290 325 CHF | 100,00% | 100,00% |
14/11/2024 | 1,06% | 0,93 CHF | 0,94 CHF | 320 000 | 320 000 | 321 008 | 321 008 | 301 424 CHF | 304 634 CHF | 99,07% | 99,07% |
13/11/2024 | 1,05% | 0,96 CHF | 0,97 CHF | 330 000 | 330 000 | 322 972 | 322 972 | 305 758 CHF | 308 987 CHF | 100,00% | 100,00% |
12/11/2024 | 1,09% | 0,92 CHF | 0,93 CHF | 320 000 | 320 000 | 315 004 | 315 004 | 286 221 CHF | 289 371 CHF | 99,40% | 99,40% |
11/11/2024 | 1,10% | 0,90 CHF | 0,91 CHF | 315 000 | 315 000 | 314 424 | 314 424 | 285 500 CHF | 288 645 CHF | 99,93% | 99,93% |
08/11/2024 | 1,09% | 0,93 CHF | 0,94 CHF | 320 000 | 320 000 | 315 061 | 315 061 | 288 789 CHF | 291 940 CHF | 98,84% | 98,84% |
07/11/2024 | 1,14% | 0,87 CHF | 0,88 CHF | 305 000 | 305 000 | 304 033 | 304 033 | 264 883 CHF | 267 924 CHF | 100,00% | 100,00% |