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 | 0,76% | 1,33 CHF | 1,34 CHF | 275 000 | 275 000 | 268 991 | 268 991 | 354 566 CHF | 357 256 CHF | 99,47% | 99,47% |
19/11/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 265 000 | 265 000 | 260 824 | 260 824 | 334 331 CHF | 336 940 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 255 000 | 255 000 | 253 758 | 253 758 | 318 860 CHF | 321 397 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 255 000 | 255 000 | 253 094 | 253 094 | 317 367 CHF | 319 898 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 255 000 | 255 000 | 254 941 | 254 941 | 322 482 CHF | 325 031 CHF | 98,84% | 98,84% |
13/11/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 260 000 | 260 000 | 255 167 | 255 167 | 322 219 CHF | 324 771 CHF | 100,00% | 100,00% |
12/11/2024 | 0,83% | 1,25 CHF | 1,26 CHF | 255 000 | 255 000 | 244 718 | 244 718 | 300 642 CHF | 303 095 CHF | 99,44% | 99,44% |
11/11/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 250 000 | 250 000 | 248 431 | 248 431 | 306 738 CHF | 309 223 CHF | 99,24% | 99,24% |
08/11/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 250 000 | 250 000 | 248 142 | 248 142 | 306 669 CHF | 309 151 CHF | 95,75% | 95,75% |
07/11/2024 | 0,81% | 1,21 CHF | 1,22 CHF | 240 000 | 240 000 | 243 383 | 243 383 | 298 186 CHF | 300 619 CHF | 99,40% | 99,40% |