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% | 1,10 CHF | 1,11 CHF | 310 000 | 310 000 | 137 354 | 137 354 | 149 049 CHF | 150 425 CHF | 99,90% | 99,90% |
19/11/2024 | 0,95% | 1,07 CHF | 1,08 CHF | 305 000 | 305 000 | 132 778 | 132 778 | 141 987 CHF | 143 317 CHF | 99,66% | 99,66% |
18/11/2024 | 0,98% | 1,07 CHF | 1,08 CHF | 305 000 | 305 000 | 133 016 | 133 016 | 139 795 CHF | 141 128 CHF | 99,90% | 99,90% |
15/11/2024 | 0,98% | 1,04 CHF | 1,05 CHF | 295 000 | 295 000 | 116 734 | 116 734 | 121 077 CHF | 122 247 CHF | 99,37% | 99,37% |
14/11/2024 | 0,98% | 1,04 CHF | 1,05 CHF | 295 000 | 295 000 | 131 680 | 131 680 | 136 770 CHF | 138 089 CHF | 100,00% | 100,00% |
13/11/2024 | 0,99% | 1,03 CHF | 1,04 CHF | 295 000 | 295 000 | 131 711 | 131 711 | 135 439 CHF | 136 758 CHF | 100,00% | 100,00% |
12/11/2024 | 0,99% | 1,03 CHF | 1,04 CHF | 295 000 | 295 000 | 131 693 | 131 693 | 135 221 CHF | 136 540 CHF | 99,72% | 99,72% |
11/11/2024 | 0,99% | 1,03 CHF | 1,04 CHF | 295 000 | 295 000 | 132 192 | 132 192 | 135 814 CHF | 137 138 CHF | 99,26% | 99,26% |
08/11/2024 | 0,99% | 1,03 CHF | 1,04 CHF | 300 000 | 300 000 | 134 955 | 134 955 | 138 872 CHF | 140 224 CHF | 98,84% | 98,84% |
07/11/2024 | 0,98% | 1,03 CHF | 1,04 CHF | 300 000 | 300 000 | 130 570 | 130 570 | 134 467 CHF | 135 775 CHF | 98,97% | 98,97% |