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 | 1,29% | 0,77 CHF | 0,78 CHF | 375 000 | 375 000 | 168 303 | 168 303 | 132 684 CHF | 134 370 CHF | 99,91% | 99,91% |
19/11/2024 | 1,30% | 0,80 CHF | 0,81 CHF | 380 000 | 380 000 | 168 503 | 168 503 | 132 236 CHF | 133 924 CHF | 100,00% | 100,00% |
18/11/2024 | 1,35% | 0,76 CHF | 0,77 CHF | 375 000 | 375 000 | 162 420 | 162 420 | 122 131 CHF | 123 759 CHF | 99,64% | 99,64% |
15/11/2024 | 1,22% | 0,77 CHF | 0,78 CHF | 375 000 | 375 000 | 123 899 | 123 899 | 99 838 CHF | 101 080 CHF | 98,90% | 98,90% |
14/11/2024 | 2,05% | 0,81 CHF | 0,82 CHF | 380 000 | 380 000 | 127 398 | 127 398 | 105 395 CHF | 106 830 CHF | 95,14% | 95,14% |
13/11/2024 | 1,03% | 0,98 CHF | 0,99 CHF | 420 000 | 420 000 | 187 522 | 187 522 | 184 223 CHF | 186 102 CHF | 99,78% | 99,78% |
12/11/2024 | 1,02% | 1,00 CHF | 1,01 CHF | 425 000 | 425 000 | 188 495 | 188 495 | 187 006 CHF | 188 894 CHF | 100,00% | 100,00% |
11/11/2024 | 1,01% | 1,00 CHF | 1,01 CHF | 425 000 | 425 000 | 190 874 | 190 874 | 191 333 CHF | 193 245 CHF | 99,90% | 99,90% |
08/11/2024 | 1,00% | 1,01 CHF | 1,02 CHF | 435 000 | 435 000 | 194 331 | 194 331 | 196 885 CHF | 198 832 CHF | 100,00% | 100,00% |
07/11/2024 | 1,01% | 1,01 CHF | 1,02 CHF | 435 000 | 435 000 | 193 441 | 193 441 | 194 859 CHF | 196 797 CHF | 99,86% | 99,86% |