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 | 0,87% | 1,15 CHF | 1,16 CHF | 330 000 | 330 000 | 323 785 | 323 785 | 370 052 CHF | 373 290 CHF | 100,00% | 100,00% |
19/11/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 325 000 | 325 000 | 323 415 | 323 415 | 369 031 CHF | 372 265 CHF | 100,00% | 100,00% |
18/11/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 320 000 | 320 000 | 318 028 | 318 028 | 355 945 CHF | 359 125 CHF | 100,00% | 100,00% |
15/11/2024 | 0,89% | 1,11 CHF | 1,12 CHF | 315 000 | 315 000 | 314 627 | 314 627 | 350 293 CHF | 353 439 CHF | 100,00% | 100,00% |
14/11/2024 | 0,87% | 1,13 CHF | 1,14 CHF | 320 000 | 320 000 | 321 001 | 321 001 | 365 943 CHF | 369 153 CHF | 99,12% | 99,12% |
13/11/2024 | 0,87% | 1,17 CHF | 1,18 CHF | 330 000 | 330 000 | 322 972 | 322 972 | 370 776 CHF | 374 006 CHF | 100,00% | 100,00% |
12/11/2024 | 0,90% | 1,13 CHF | 1,14 CHF | 320 000 | 320 000 | 315 009 | 315 009 | 349 754 CHF | 352 904 CHF | 99,33% | 99,33% |
11/11/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 315 000 | 315 000 | 314 425 | 314 425 | 348 804 CHF | 351 948 CHF | 99,93% | 99,93% |
08/11/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 320 000 | 320 000 | 315 040 | 315 040 | 352 428 CHF | 355 579 CHF | 98,40% | 98,40% |
07/11/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 305 000 | 305 000 | 304 031 | 304 031 | 326 659 CHF | 329 699 CHF | 100,00% | 100,00% |