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 | 0,92% | 1,04 CHF | 1,05 CHF | 305 000 | 305 000 | 299 932 | 299 932 | 322 974 CHF | 325 973 CHF | 99,73% | 99,73% |
19/11/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 300 000 | 300 000 | 300 110 | 300 110 | 320 589 CHF | 323 590 CHF | 98,69% | 98,69% |
18/11/2024 | 0,82% | 1,19 CHF | 1,20 CHF | 290 000 | 290 000 | 288 157 | 288 157 | 350 400 CHF | 353 281 CHF | 99,89% | 99,89% |
15/11/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 285 000 | 285 000 | 283 476 | 283 476 | 358 976 CHF | 361 810 CHF | 99,63% | 99,63% |
14/11/2024 | 0,75% | 1,28 CHF | 1,29 CHF | 285 000 | 285 000 | 278 037 | 278 037 | 368 447 CHF | 371 228 CHF | 97,19% | 97,19% |
13/11/2024 | 0,91% | 1,09 CHF | 1,10 CHF | 300 000 | 300 000 | 297 582 | 297 582 | 325 463 CHF | 328 438 CHF | 100,00% | 100,00% |
12/11/2024 | 0,86% | 1,08 CHF | 1,09 CHF | 300 000 | 300 000 | 291 924 | 291 924 | 338 833 CHF | 341 752 CHF | 99,19% | 99,19% |
11/11/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 285 000 | 285 000 | 283 824 | 283 824 | 353 857 CHF | 356 696 CHF | 99,95% | 99,95% |
08/11/2024 | 0,82% | 1,18 CHF | 1,19 CHF | 290 000 | 290 000 | 287 692 | 287 692 | 348 621 CHF | 351 498 CHF | 98,90% | 98,90% |
07/11/2024 | 0,80% | 1,29 CHF | 1,30 CHF | 280 000 | 280 000 | 283 386 | 283 386 | 353 496 CHF | 356 330 CHF | 99,40% | 99,40% |