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 | 1,13% | 0,85 CHF | 0,86 CHF | 320 000 | 320 000 | 173 594 | 173 594 | 154 232 CHF | 155 971 CHF | 99,44% | 99,44% |
19/11/2024 | 1,20% | 0,88 CHF | 0,89 CHF | 320 000 | 320 000 | 175 643 | 175 643 | 149 192 CHF | 150 952 CHF | 98,43% | 98,43% |
18/11/2024 | 1,22% | 0,85 CHF | 0,86 CHF | 320 000 | 320 000 | 177 016 | 177 016 | 146 900 CHF | 148 674 CHF | 99,54% | 99,54% |
15/11/2024 | 1,19% | 0,80 CHF | 0,81 CHF | 325 000 | 325 000 | 174 041 | 174 041 | 147 211 CHF | 148 955 CHF | 98,36% | 98,36% |
14/11/2024 | 1,14% | 0,88 CHF | 0,89 CHF | 320 000 | 320 000 | 166 689 | 166 689 | 153 307 CHF | 155 031 CHF | 98,65% | 98,65% |
13/11/2024 | 1,06% | 0,94 CHF | 0,95 CHF | 315 000 | 315 000 | 170 528 | 170 528 | 163 071 CHF | 164 779 CHF | 99,61% | 99,61% |
12/11/2024 | 1,07% | 0,94 CHF | 0,95 CHF | 315 000 | 315 000 | 170 674 | 170 674 | 162 147 CHF | 163 857 CHF | 99,51% | 99,51% |
11/11/2024 | 1,10% | 0,94 CHF | 0,95 CHF | 315 000 | 315 000 | 171 977 | 171 977 | 159 749 CHF | 161 472 CHF | 99,13% | 99,13% |
08/11/2024 | 1,09% | 0,92 CHF | 0,93 CHF | 315 000 | 315 000 | 173 234 | 173 234 | 161 605 CHF | 163 344 CHF | 98,52% | 98,52% |
07/11/2024 | 1,12% | 0,92 CHF | 0,93 CHF | 315 000 | 315 000 | 175 050 | 175 050 | 158 696 CHF | 160 449 CHF | 98,86% | 98,86% |