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 | 0,84% | 1,19 CHF | 1,20 CHF | 275 000 | 275 000 | 268 990 | 268 990 | 318 313 CHF | 321 002 CHF | 99,47% | 99,47% |
19/11/2024 | 0,87% | 1,15 CHF | 1,16 CHF | 265 000 | 265 000 | 260 824 | 260 824 | 298 947 CHF | 301 556 CHF | 100,00% | 100,00% |
18/11/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 255 000 | 255 000 | 253 758 | 253 758 | 284 635 CHF | 287 172 CHF | 100,00% | 100,00% |
15/11/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 255 000 | 255 000 | 253 094 | 253 094 | 283 427 CHF | 285 958 CHF | 100,00% | 100,00% |
14/11/2024 | 0,88% | 1,12 CHF | 1,13 CHF | 255 000 | 255 000 | 254 940 | 254 940 | 287 497 CHF | 290 046 CHF | 99,39% | 99,39% |
13/11/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 260 000 | 260 000 | 255 167 | 255 167 | 287 568 CHF | 290 120 CHF | 100,00% | 100,00% |
12/11/2024 | 0,93% | 1,11 CHF | 1,12 CHF | 255 000 | 255 000 | 244 734 | 244 734 | 267 105 CHF | 269 558 CHF | 100,00% | 100,00% |
11/11/2024 | 0,91% | 1,09 CHF | 1,10 CHF | 250 000 | 250 000 | 248 429 | 248 429 | 272 749 CHF | 275 233 CHF | 99,24% | 99,24% |
08/11/2024 | 0,91% | 1,09 CHF | 1,10 CHF | 250 000 | 250 000 | 248 182 | 248 182 | 272 715 CHF | 275 197 CHF | 100,00% | 100,00% |
07/11/2024 | 0,91% | 1,07 CHF | 1,08 CHF | 240 000 | 240 000 | 243 383 | 243 383 | 264 885 CHF | 267 319 CHF | 99,40% | 99,40% |