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 | 1,11% | 0,90 CHF | 0,91 CHF | 490 000 | 490 000 | 489 083 | 489 083 | 439 294 CHF | 444 185 CHF | 100,00% | 100,00% |
19/11/2024 | 1,11% | 0,90 CHF | 0,91 CHF | 490 000 | 490 000 | 488 963 | 488 963 | 438 605 CHF | 443 495 CHF | 100,00% | 100,00% |
18/11/2024 | 1,14% | 0,87 CHF | 0,88 CHF | 480 000 | 480 000 | 480 000 | 480 000 | 416 890 CHF | 421 690 CHF | 100,00% | 100,00% |
15/11/2024 | 1,14% | 0,88 CHF | 0,89 CHF | 485 000 | 485 000 | 480 310 | 480 310 | 418 200 CHF | 423 003 CHF | 100,00% | 100,00% |
14/11/2024 | 1,15% | 0,86 CHF | 0,87 CHF | 475 000 | 475 000 | 478 462 | 478 462 | 413 938 CHF | 418 723 CHF | 100,00% | 100,00% |
13/11/2024 | 1,13% | 0,88 CHF | 0,89 CHF | 485 000 | 485 000 | 482 670 | 482 670 | 424 480 CHF | 429 307 CHF | 100,00% | 100,00% |
12/11/2024 | 1,14% | 0,88 CHF | 0,89 CHF | 480 000 | 480 000 | 480 000 | 480 000 | 417 814 CHF | 422 614 CHF | 99,85% | 99,85% |
11/11/2024 | 1,17% | 0,85 CHF | 0,86 CHF | 475 000 | 475 000 | 471 428 | 471 428 | 398 950 CHF | 403 664 CHF | 99,68% | 99,68% |
08/11/2024 | 1,17% | 0,85 CHF | 0,86 CHF | 475 000 | 475 000 | 473 441 | 473 441 | 401 793 CHF | 406 527 CHF | 98,79% | 98,79% |
07/11/2024 | 1,19% | 0,84 CHF | 0,85 CHF | 470 000 | 470 000 | 470 000 | 470 000 | 393 898 CHF | 398 598 CHF | 100,00% | 100,00% |