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 | 0,90% | 1,08 CHF | 1,09 CHF | 305 000 | 305 000 | 299 946 | 299 946 | 332 871 CHF | 335 871 CHF | 100,00% | 100,00% |
19/11/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 300 000 | 300 000 | 300 114 | 300 114 | 330 431 CHF | 333 432 CHF | 99,29% | 99,29% |
18/11/2024 | 0,80% | 1,22 CHF | 1,23 CHF | 290 000 | 290 000 | 288 156 | 288 156 | 359 844 CHF | 362 726 CHF | 100,00% | 100,00% |
15/11/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 285 000 | 285 000 | 283 481 | 283 481 | 368 376 CHF | 371 211 CHF | 100,00% | 100,00% |
14/11/2024 | 0,73% | 1,31 CHF | 1,32 CHF | 285 000 | 285 000 | 278 056 | 278 056 | 377 596 CHF | 380 376 CHF | 99,39% | 99,39% |
13/11/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 300 000 | 300 000 | 297 580 | 297 580 | 335 246 CHF | 338 222 CHF | 100,00% | 100,00% |
12/11/2024 | 0,84% | 1,11 CHF | 1,12 CHF | 300 000 | 300 000 | 291 924 | 291 924 | 348 113 CHF | 351 032 CHF | 99,27% | 99,27% |
11/11/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 285 000 | 285 000 | 283 825 | 283 825 | 363 345 CHF | 366 183 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 1,22 CHF | 1,23 CHF | 290 000 | 290 000 | 287 691 | 287 691 | 358 118 CHF | 360 995 CHF | 98,89% | 98,89% |
07/11/2024 | 0,78% | 1,32 CHF | 1,33 CHF | 280 000 | 280 000 | 283 394 | 283 394 | 362 829 CHF | 365 663 CHF | 100,00% | 100,00% |