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% | 0,88 CHF | 0,89 CHF | 370 000 | 370 000 | 368 474 | 368 474 | 328 848 CHF | 332 532 CHF | 100,00% | 100,00% |
19/11/2024 | 1,14% | 0,87 CHF | 0,88 CHF | 370 000 | 370 000 | 370 073 | 370 073 | 323 102 CHF | 326 802 CHF | 99,98% | 99,98% |
18/11/2024 | 1,14% | 0,88 CHF | 0,89 CHF | 370 000 | 370 000 | 369 937 | 369 937 | 321 566 CHF | 325 265 CHF | 99,99% | 99,99% |
15/11/2024 | 1,13% | 0,88 CHF | 0,89 CHF | 370 000 | 370 000 | 368 474 | 368 474 | 323 465 CHF | 327 150 CHF | 100,00% | 100,00% |
14/11/2024 | 1,11% | 0,90 CHF | 0,91 CHF | 370 000 | 370 000 | 368 475 | 368 475 | 328 946 CHF | 332 630 CHF | 99,97% | 99,97% |
13/11/2024 | 1,23% | 0,80 CHF | 0,81 CHF | 380 000 | 380 000 | 378 688 | 378 688 | 306 556 CHF | 310 343 CHF | 100,00% | 100,00% |
12/11/2024 | 1,17% | 0,83 CHF | 0,84 CHF | 380 000 | 380 000 | 375 534 | 375 534 | 319 614 CHF | 323 369 CHF | 99,94% | 99,94% |
11/11/2024 | 1,13% | 0,88 CHF | 0,89 CHF | 370 000 | 370 000 | 368 474 | 368 474 | 324 730 CHF | 328 415 CHF | 100,00% | 100,00% |
08/11/2024 | 1,16% | 0,87 CHF | 0,88 CHF | 370 000 | 370 000 | 371 680 | 371 680 | 319 629 CHF | 323 345 CHF | 99,20% | 99,20% |
07/11/2024 | 1,18% | 0,85 CHF | 0,86 CHF | 380 000 | 380 000 | 376 709 | 376 709 | 317 540 CHF | 321 307 CHF | 100,00% | 100,00% |