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% | 0,93 CHF | 0,94 CHF | 310 000 | 310 000 | 137 353 | 137 353 | 125 553 CHF | 126 929 CHF | 99,90% | 99,90% |
19/11/2024 | 1,13% | 0,90 CHF | 0,91 CHF | 305 000 | 305 000 | 132 786 | 132 786 | 119 388 CHF | 120 718 CHF | 100,00% | 100,00% |
18/11/2024 | 1,17% | 0,90 CHF | 0,91 CHF | 305 000 | 305 000 | 133 019 | 133 019 | 117 044 CHF | 118 377 CHF | 99,90% | 99,90% |
15/11/2024 | 1,17% | 0,87 CHF | 0,88 CHF | 295 000 | 295 000 | 116 872 | 116 872 | 101 116 CHF | 102 288 CHF | 99,45% | 99,45% |
14/11/2024 | 1,17% | 0,87 CHF | 0,88 CHF | 295 000 | 295 000 | 131 687 | 131 687 | 114 176 CHF | 115 495 CHF | 100,00% | 100,00% |
13/11/2024 | 1,18% | 0,86 CHF | 0,87 CHF | 295 000 | 295 000 | 131 700 | 131 700 | 113 017 CHF | 114 337 CHF | 100,00% | 100,00% |
12/11/2024 | 1,18% | 0,86 CHF | 0,87 CHF | 295 000 | 295 000 | 131 914 | 131 914 | 113 004 CHF | 114 325 CHF | 99,85% | 99,85% |
11/11/2024 | 1,18% | 0,86 CHF | 0,87 CHF | 295 000 | 295 000 | 132 681 | 132 681 | 113 801 CHF | 115 130 CHF | 99,56% | 99,56% |
08/11/2024 | 1,18% | 0,86 CHF | 0,87 CHF | 300 000 | 300 000 | 135 406 | 135 406 | 116 637 CHF | 117 994 CHF | 99,16% | 99,16% |
07/11/2024 | 1,17% | 0,86 CHF | 0,87 CHF | 300 000 | 300 000 | 130 875 | 130 875 | 112 750 CHF | 114 061 CHF | 99,90% | 99,90% |