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 | 1,05% | 0,95 CHF | 0,96 CHF | 390 000 | 390 000 | 387 910 | 387 910 | 367 207 CHF | 371 086 CHF | 100,00% | 100,00% |
19/11/2024 | 1,05% | 0,95 CHF | 0,96 CHF | 390 000 | 390 000 | 389 598 | 389 598 | 370 500 CHF | 374 396 CHF | 100,00% | 100,00% |
18/11/2024 | 1,05% | 0,95 CHF | 0,96 CHF | 390 000 | 390 000 | 387 080 | 387 080 | 367 446 CHF | 371 317 CHF | 100,00% | 100,00% |
15/11/2024 | 1,03% | 0,96 CHF | 0,97 CHF | 395 000 | 395 000 | 389 142 | 389 142 | 374 630 CHF | 378 521 CHF | 100,00% | 100,00% |
14/11/2024 | 1,01% | 0,97 CHF | 0,98 CHF | 390 000 | 390 000 | 397 160 | 397 160 | 390 912 CHF | 394 884 CHF | 99,34% | 99,34% |
13/11/2024 | 1,00% | 1,00 CHF | 1,01 CHF | 405 000 | 405 000 | 401 054 | 401 054 | 399 337 CHF | 403 348 CHF | 100,00% | 100,00% |
12/11/2024 | 1,04% | 0,98 CHF | 0,99 CHF | 395 000 | 395 000 | 389 695 | 389 695 | 374 578 CHF | 378 475 CHF | 100,00% | 100,00% |
11/11/2024 | 1,03% | 0,96 CHF | 0,97 CHF | 390 000 | 390 000 | 391 394 | 391 394 | 379 293 CHF | 383 207 CHF | 99,93% | 99,93% |
08/11/2024 | 1,02% | 0,98 CHF | 0,99 CHF | 395 000 | 395 000 | 392 755 | 392 755 | 384 495 CHF | 388 423 CHF | 99,40% | 99,40% |
07/11/2024 | 1,06% | 0,94 CHF | 0,95 CHF | 380 000 | 380 000 | 379 243 | 379 243 | 356 401 CHF | 360 193 CHF | 100,00% | 100,00% |