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 | 1,38% | 0,72 CHF | 0,73 CHF | 375 000 | 375 000 | 168 296 | 168 296 | 123 602 CHF | 125 289 CHF | 99,91% | 99,91% |
19/11/2024 | 1,40% | 0,74 CHF | 0,75 CHF | 380 000 | 380 000 | 168 503 | 168 503 | 123 368 CHF | 125 056 CHF | 100,00% | 100,00% |
18/11/2024 | 1,45% | 0,71 CHF | 0,72 CHF | 375 000 | 375 000 | 162 422 | 162 422 | 113 736 CHF | 115 364 CHF | 99,64% | 99,64% |
15/11/2024 | 1,30% | 0,72 CHF | 0,73 CHF | 375 000 | 375 000 | 123 896 | 123 896 | 93 349 CHF | 94 591 CHF | 98,89% | 98,89% |
14/11/2024 | 2,18% | 0,76 CHF | 0,77 CHF | 380 000 | 380 000 | 127 402 | 127 402 | 98 655 CHF | 100 090 CHF | 95,14% | 95,14% |
13/11/2024 | 1,09% | 0,92 CHF | 0,93 CHF | 420 000 | 420 000 | 187 529 | 187 529 | 174 434 CHF | 176 313 CHF | 99,78% | 99,78% |
12/11/2024 | 1,08% | 0,95 CHF | 0,96 CHF | 425 000 | 425 000 | 188 498 | 188 498 | 177 256 CHF | 179 144 CHF | 100,00% | 100,00% |
11/11/2024 | 1,06% | 0,94 CHF | 0,95 CHF | 425 000 | 425 000 | 190 869 | 190 869 | 181 295 CHF | 183 207 CHF | 99,90% | 99,90% |
08/11/2024 | 1,06% | 0,96 CHF | 0,97 CHF | 435 000 | 435 000 | 194 318 | 194 318 | 186 642 CHF | 188 589 CHF | 100,00% | 100,00% |
07/11/2024 | 1,06% | 0,95 CHF | 0,96 CHF | 435 000 | 435 000 | 193 441 | 193 441 | 184 950 CHF | 186 888 CHF | 99,85% | 99,85% |