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 | 0,83% | 1,22 CHF | 1,23 CHF | 275 000 | 275 000 | 268 991 | 268 991 | 324 183 CHF | 326 873 CHF | 99,47% | 99,47% |
19/11/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 265 000 | 265 000 | 260 824 | 260 824 | 304 944 CHF | 307 552 CHF | 100,00% | 100,00% |
18/11/2024 | 0,87% | 1,15 CHF | 1,16 CHF | 255 000 | 255 000 | 253 757 | 253 757 | 290 498 CHF | 293 036 CHF | 100,00% | 100,00% |
15/11/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 255 000 | 255 000 | 253 095 | 253 095 | 288 542 CHF | 291 073 CHF | 100,00% | 100,00% |
14/11/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 255 000 | 255 000 | 254 940 | 254 940 | 293 172 CHF | 295 722 CHF | 99,33% | 99,33% |
13/11/2024 | 0,87% | 1,16 CHF | 1,17 CHF | 260 000 | 260 000 | 255 166 | 255 166 | 293 194 CHF | 295 745 CHF | 100,00% | 100,00% |
12/11/2024 | 0,91% | 1,14 CHF | 1,15 CHF | 255 000 | 255 000 | 244 730 | 244 730 | 272 628 CHF | 275 081 CHF | 99,86% | 99,86% |
11/11/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 250 000 | 250 000 | 248 429 | 248 429 | 278 456 CHF | 280 940 CHF | 99,24% | 99,24% |
08/11/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 250 000 | 250 000 | 248 184 | 248 184 | 278 244 CHF | 280 726 CHF | 99,00% | 99,00% |
07/11/2024 | 0,90% | 1,09 CHF | 1,10 CHF | 240 000 | 240 000 | 243 383 | 243 383 | 270 401 CHF | 272 835 CHF | 99,40% | 99,40% |