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 | 1,25% | 0,80 CHF | 0,81 CHF | 330 000 | 330 000 | 323 785 | 323 785 | 257 083 CHF | 260 321 CHF | 100,00% | 100,00% |
19/11/2024 | 1,25% | 0,79 CHF | 0,80 CHF | 325 000 | 325 000 | 323 415 | 323 415 | 256 518 CHF | 259 752 CHF | 100,00% | 100,00% |
18/11/2024 | 1,29% | 0,77 CHF | 0,78 CHF | 320 000 | 320 000 | 318 031 | 318 031 | 244 916 CHF | 248 096 CHF | 100,00% | 100,00% |
15/11/2024 | 1,30% | 0,76 CHF | 0,77 CHF | 315 000 | 315 000 | 314 628 | 314 628 | 240 213 CHF | 243 359 CHF | 100,00% | 100,00% |
14/11/2024 | 1,26% | 0,78 CHF | 0,79 CHF | 320 000 | 320 000 | 320 998 | 320 998 | 253 784 CHF | 256 994 CHF | 99,08% | 99,08% |
13/11/2024 | 1,25% | 0,82 CHF | 0,83 CHF | 330 000 | 330 000 | 322 974 | 322 974 | 257 876 CHF | 261 106 CHF | 100,00% | 100,00% |
12/11/2024 | 1,31% | 0,78 CHF | 0,79 CHF | 320 000 | 320 000 | 315 012 | 315 012 | 239 804 CHF | 242 954 CHF | 99,79% | 99,79% |
11/11/2024 | 1,31% | 0,75 CHF | 0,76 CHF | 315 000 | 315 000 | 314 424 | 314 424 | 238 784 CHF | 241 928 CHF | 99,93% | 99,93% |
08/11/2024 | 1,29% | 0,78 CHF | 0,79 CHF | 320 000 | 320 000 | 315 042 | 315 042 | 241 998 CHF | 245 149 CHF | 98,43% | 98,43% |
07/11/2024 | 1,38% | 0,73 CHF | 0,74 CHF | 305 000 | 305 000 | 304 033 | 304 033 | 219 491 CHF | 222 532 CHF | 100,00% | 100,00% |