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 | 1,21% | 0,83 CHF | 0,84 CHF | 390 000 | 390 000 | 387 911 | 387 911 | 319 661 CHF | 323 540 CHF | 100,00% | 100,00% |
19/11/2024 | 1,20% | 0,83 CHF | 0,84 CHF | 390 000 | 390 000 | 389 597 | 389 597 | 323 068 CHF | 326 964 CHF | 100,00% | 100,00% |
18/11/2024 | 1,20% | 0,83 CHF | 0,84 CHF | 390 000 | 390 000 | 387 080 | 387 080 | 320 210 CHF | 324 081 CHF | 100,00% | 100,00% |
15/11/2024 | 1,18% | 0,84 CHF | 0,85 CHF | 395 000 | 395 000 | 389 142 | 389 142 | 327 215 CHF | 331 106 CHF | 100,00% | 100,00% |
14/11/2024 | 1,15% | 0,85 CHF | 0,86 CHF | 390 000 | 390 000 | 397 159 | 397 159 | 342 254 CHF | 346 225 CHF | 99,39% | 99,39% |
13/11/2024 | 1,14% | 0,88 CHF | 0,89 CHF | 405 000 | 405 000 | 401 050 | 401 050 | 350 544 CHF | 354 555 CHF | 100,00% | 100,00% |
12/11/2024 | 1,19% | 0,86 CHF | 0,87 CHF | 395 000 | 395 000 | 389 696 | 389 696 | 326 765 CHF | 330 662 CHF | 100,00% | 100,00% |
11/11/2024 | 1,17% | 0,84 CHF | 0,85 CHF | 390 000 | 390 000 | 391 394 | 391 394 | 331 923 CHF | 335 837 CHF | 99,93% | 99,93% |
08/11/2024 | 1,16% | 0,86 CHF | 0,87 CHF | 395 000 | 395 000 | 392 755 | 392 755 | 336 815 CHF | 340 743 CHF | 99,40% | 99,40% |
07/11/2024 | 1,22% | 0,82 CHF | 0,83 CHF | 380 000 | 380 000 | 379 242 | 379 242 | 309 698 CHF | 313 490 CHF | 100,00% | 100,00% |