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 | 1,18% | 0,85 CHF | 0,86 CHF | 490 000 | 490 000 | 489 084 | 489 084 | 411 309 CHF | 416 199 CHF | 100,00% | 100,00% |
19/11/2024 | 1,19% | 0,84 CHF | 0,85 CHF | 490 000 | 490 000 | 488 963 | 488 963 | 410 016 CHF | 414 905 CHF | 100,00% | 100,00% |
18/11/2024 | 1,23% | 0,81 CHF | 0,82 CHF | 480 000 | 480 000 | 480 000 | 480 000 | 388 752 CHF | 393 552 CHF | 100,00% | 100,00% |
15/11/2024 | 1,22% | 0,82 CHF | 0,83 CHF | 485 000 | 485 000 | 480 310 | 480 310 | 390 136 CHF | 394 939 CHF | 100,00% | 100,00% |
14/11/2024 | 1,23% | 0,80 CHF | 0,81 CHF | 475 000 | 475 000 | 478 462 | 478 462 | 385 869 CHF | 390 653 CHF | 100,00% | 100,00% |
13/11/2024 | 1,21% | 0,82 CHF | 0,83 CHF | 485 000 | 485 000 | 482 669 | 482 669 | 396 069 CHF | 400 895 CHF | 100,00% | 100,00% |
12/11/2024 | 1,23% | 0,82 CHF | 0,83 CHF | 480 000 | 480 000 | 480 000 | 480 000 | 389 443 CHF | 394 243 CHF | 99,87% | 99,87% |
11/11/2024 | 1,26% | 0,79 CHF | 0,80 CHF | 475 000 | 475 000 | 471 430 | 471 430 | 371 676 CHF | 376 390 CHF | 99,73% | 99,73% |
08/11/2024 | 1,26% | 0,79 CHF | 0,80 CHF | 475 000 | 475 000 | 473 400 | 473 400 | 373 908 CHF | 378 642 CHF | 100,00% | 100,00% |
07/11/2024 | 1,27% | 0,78 CHF | 0,79 CHF | 470 000 | 470 000 | 470 000 | 470 000 | 366 530 CHF | 371 230 CHF | 100,00% | 100,00% |