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 | 1,03% | 0,95 CHF | 0,96 CHF | 370 000 | 370 000 | 368 474 | 368 474 | 354 642 CHF | 358 327 CHF | 100,00% | 100,00% |
19/11/2024 | 1,05% | 0,95 CHF | 0,96 CHF | 370 000 | 370 000 | 370 069 | 370 069 | 349 368 CHF | 353 069 CHF | 100,00% | 100,00% |
18/11/2024 | 1,06% | 0,95 CHF | 0,96 CHF | 370 000 | 370 000 | 369 937 | 369 937 | 347 508 CHF | 351 207 CHF | 100,00% | 100,00% |
15/11/2024 | 1,05% | 0,95 CHF | 0,96 CHF | 370 000 | 370 000 | 368 474 | 368 474 | 349 403 CHF | 353 088 CHF | 100,00% | 100,00% |
14/11/2024 | 1,03% | 0,97 CHF | 0,98 CHF | 370 000 | 370 000 | 368 476 | 368 476 | 355 270 CHF | 358 955 CHF | 100,00% | 100,00% |
13/11/2024 | 1,13% | 0,87 CHF | 0,88 CHF | 380 000 | 380 000 | 378 685 | 378 685 | 333 145 CHF | 336 932 CHF | 100,00% | 100,00% |
12/11/2024 | 1,08% | 0,90 CHF | 0,91 CHF | 380 000 | 380 000 | 375 536 | 375 536 | 346 241 CHF | 349 996 CHF | 100,00% | 100,00% |
11/11/2024 | 1,05% | 0,95 CHF | 0,96 CHF | 370 000 | 370 000 | 368 390 | 368 390 | 350 496 CHF | 354 181 CHF | 100,00% | 100,00% |
08/11/2024 | 1,07% | 0,94 CHF | 0,95 CHF | 370 000 | 370 000 | 371 677 | 371 677 | 345 832 CHF | 349 549 CHF | 99,18% | 99,18% |
07/11/2024 | 1,09% | 0,92 CHF | 0,93 CHF | 380 000 | 380 000 | 376 708 | 376 708 | 344 498 CHF | 348 265 CHF | 100,00% | 100,00% |