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 | 1,02% | 0,95 CHF | 0,96 CHF | 320 000 | 320 000 | 173 505 | 173 505 | 171 777 CHF | 173 515 CHF | 99,32% | 99,32% |
19/11/2024 | 1,07% | 0,98 CHF | 0,99 CHF | 320 000 | 320 000 | 175 911 | 175 911 | 167 221 CHF | 168 983 CHF | 98,41% | 98,41% |
18/11/2024 | 1,09% | 0,95 CHF | 0,96 CHF | 320 000 | 320 000 | 176 675 | 176 675 | 164 506 CHF | 166 276 CHF | 99,53% | 99,53% |
15/11/2024 | 1,06% | 0,90 CHF | 0,91 CHF | 325 000 | 325 000 | 173 990 | 173 990 | 164 887 CHF | 166 630 CHF | 98,28% | 98,28% |
14/11/2024 | 1,03% | 0,98 CHF | 0,99 CHF | 320 000 | 320 000 | 166 205 | 166 205 | 169 710 CHF | 171 430 CHF | 98,58% | 98,58% |
13/11/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 315 000 | 315 000 | 170 651 | 170 651 | 180 476 CHF | 182 185 CHF | 99,79% | 99,79% |
12/11/2024 | 0,97% | 1,05 CHF | 1,06 CHF | 315 000 | 315 000 | 171 080 | 171 080 | 179 794 CHF | 181 508 CHF | 99,30% | 99,30% |
11/11/2024 | 0,99% | 1,04 CHF | 1,05 CHF | 315 000 | 315 000 | 172 469 | 172 469 | 177 580 CHF | 179 307 CHF | 99,01% | 99,01% |
08/11/2024 | 0,99% | 1,02 CHF | 1,03 CHF | 315 000 | 315 000 | 173 191 | 173 191 | 178 839 CHF | 180 577 CHF | 98,43% | 98,43% |
07/11/2024 | 1,01% | 1,02 CHF | 1,03 CHF | 315 000 | 315 000 | 174 976 | 174 976 | 176 139 CHF | 177 892 CHF | 98,95% | 98,95% |