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 | 0,90% | 1,12 CHF | 1,13 CHF | 275 000 | 275 000 | 268 991 | 268 991 | 297 933 CHF | 300 623 CHF | 99,47% | 99,47% |
19/11/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 265 000 | 265 000 | 260 823 | 260 823 | 279 485 CHF | 282 093 CHF | 100,00% | 100,00% |
18/11/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 255 000 | 255 000 | 253 757 | 253 757 | 265 457 CHF | 267 994 CHF | 100,00% | 100,00% |
15/11/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 255 000 | 255 000 | 253 095 | 253 095 | 263 547 CHF | 266 078 CHF | 100,00% | 100,00% |
14/11/2024 | 0,94% | 1,04 CHF | 1,05 CHF | 255 000 | 255 000 | 254 941 | 254 941 | 268 572 CHF | 271 121 CHF | 98,97% | 98,97% |
13/11/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 260 000 | 260 000 | 255 166 | 255 166 | 268 218 CHF | 270 770 CHF | 100,00% | 100,00% |
12/11/2024 | 1,00% | 1,04 CHF | 1,05 CHF | 255 000 | 255 000 | 244 557 | 244 557 | 248 754 CHF | 251 206 CHF | 96,13% | 96,13% |
11/11/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 250 000 | 250 000 | 248 429 | 248 429 | 254 239 CHF | 256 724 CHF | 99,24% | 99,24% |
08/11/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 250 000 | 250 000 | 248 143 | 248 143 | 253 884 CHF | 256 366 CHF | 94,31% | 94,31% |
07/11/2024 | 0,98% | 1,00 CHF | 1,01 CHF | 240 000 | 240 000 | 243 383 | 243 383 | 246 527 CHF | 248 961 CHF | 99,40% | 99,40% |