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 | 0,95% | 1,06 CHF | 1,07 CHF | 330 000 | 330 000 | 323 787 | 323 787 | 340 084 CHF | 343 322 CHF | 100,00% | 100,00% |
19/11/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 325 000 | 325 000 | 323 414 | 323 414 | 339 186 CHF | 342 420 CHF | 100,00% | 100,00% |
18/11/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 320 000 | 320 000 | 318 031 | 318 031 | 326 466 CHF | 329 646 CHF | 100,00% | 100,00% |
15/11/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 315 000 | 315 000 | 314 628 | 314 628 | 321 577 CHF | 324 723 CHF | 100,00% | 100,00% |
14/11/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 320 000 | 320 000 | 321 009 | 321 009 | 336 399 CHF | 339 609 CHF | 99,23% | 99,23% |
13/11/2024 | 0,94% | 1,07 CHF | 1,08 CHF | 330 000 | 330 000 | 322 971 | 322 971 | 340 809 CHF | 344 039 CHF | 100,00% | 100,00% |
12/11/2024 | 0,98% | 1,03 CHF | 1,04 CHF | 320 000 | 320 000 | 315 006 | 315 006 | 320 452 CHF | 323 602 CHF | 99,47% | 99,47% |
11/11/2024 | 0,98% | 1,01 CHF | 1,02 CHF | 315 000 | 315 000 | 314 425 | 314 425 | 319 796 CHF | 322 940 CHF | 99,93% | 99,93% |
08/11/2024 | 0,97% | 1,03 CHF | 1,04 CHF | 320 000 | 320 000 | 315 085 | 315 085 | 323 209 CHF | 326 360 CHF | 98,96% | 98,96% |
07/11/2024 | 1,01% | 0,98 CHF | 0,99 CHF | 305 000 | 305 000 | 304 034 | 304 034 | 298 139 CHF | 301 179 CHF | 100,00% | 100,00% |