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 | 1,11% | 0,90 CHF | 0,91 CHF | 330 000 | 330 000 | 323 786 | 323 786 | 288 846 CHF | 292 084 CHF | 100,00% | 100,00% |
19/11/2024 | 1,12% | 0,89 CHF | 0,90 CHF | 325 000 | 325 000 | 323 417 | 323 417 | 287 905 CHF | 291 139 CHF | 100,00% | 100,00% |
18/11/2024 | 1,15% | 0,87 CHF | 0,88 CHF | 320 000 | 320 000 | 318 028 | 318 028 | 275 876 CHF | 279 056 CHF | 100,00% | 100,00% |
15/11/2024 | 1,15% | 0,86 CHF | 0,87 CHF | 315 000 | 315 000 | 314 629 | 314 629 | 271 356 CHF | 274 502 CHF | 100,00% | 100,00% |
14/11/2024 | 1,12% | 0,88 CHF | 0,89 CHF | 320 000 | 320 000 | 321 007 | 321 007 | 285 206 CHF | 288 416 CHF | 99,39% | 99,39% |
13/11/2024 | 1,11% | 0,91 CHF | 0,92 CHF | 330 000 | 330 000 | 322 973 | 322 973 | 289 321 CHF | 292 551 CHF | 100,00% | 100,00% |
12/11/2024 | 1,16% | 0,87 CHF | 0,88 CHF | 320 000 | 320 000 | 315 012 | 315 012 | 270 326 CHF | 273 476 CHF | 100,00% | 100,00% |
11/11/2024 | 1,16% | 0,85 CHF | 0,86 CHF | 315 000 | 315 000 | 314 424 | 314 424 | 269 679 CHF | 272 824 CHF | 99,93% | 99,93% |
08/11/2024 | 1,15% | 0,87 CHF | 0,88 CHF | 320 000 | 320 000 | 315 068 | 315 068 | 272 839 CHF | 275 990 CHF | 100,00% | 100,00% |
07/11/2024 | 1,21% | 0,82 CHF | 0,83 CHF | 305 000 | 305 000 | 304 034 | 304 034 | 249 632 CHF | 252 673 CHF | 100,00% | 100,00% |