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 | 0,94% | 1,06 CHF | 1,07 CHF | 330 000 | 330 000 | 323 784 | 323 784 | 342 675 CHF | 345 913 CHF | 100,00% | 100,00% |
19/11/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 325 000 | 325 000 | 323 415 | 323 415 | 342 123 CHF | 345 357 CHF | 100,00% | 100,00% |
18/11/2024 | 0,96% | 1,03 CHF | 1,04 CHF | 320 000 | 320 000 | 318 031 | 318 031 | 329 172 CHF | 332 352 CHF | 100,00% | 100,00% |
15/11/2024 | 0,97% | 1,03 CHF | 1,04 CHF | 315 000 | 315 000 | 314 626 | 314 626 | 324 297 CHF | 327 443 CHF | 100,00% | 100,00% |
14/11/2024 | 0,94% | 1,04 CHF | 1,05 CHF | 320 000 | 320 000 | 321 009 | 321 009 | 339 133 CHF | 342 343 CHF | 99,39% | 99,39% |
13/11/2024 | 0,94% | 1,08 CHF | 1,09 CHF | 330 000 | 330 000 | 322 974 | 322 974 | 343 483 CHF | 346 713 CHF | 100,00% | 100,00% |
12/11/2024 | 0,97% | 1,04 CHF | 1,05 CHF | 320 000 | 320 000 | 315 011 | 315 011 | 323 314 CHF | 326 464 CHF | 100,00% | 100,00% |
11/11/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 315 000 | 315 000 | 314 424 | 314 424 | 322 734 CHF | 325 879 CHF | 99,93% | 99,93% |
08/11/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 320 000 | 320 000 | 315 069 | 315 069 | 325 890 CHF | 329 041 CHF | 100,00% | 100,00% |
07/11/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 305 000 | 305 000 | 304 033 | 304 033 | 300 913 CHF | 303 953 CHF | 100,00% | 100,00% |