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 | 1,20% | 0,83 CHF | 0,84 CHF | 350 000 | 350 000 | 133 072 | 133 072 | 112 158 CHF | 113 492 CHF | 99,55% | 99,55% |
19/11/2024 | 1,22% | 0,82 CHF | 0,83 CHF | 360 000 | 360 000 | 134 646 | 134 646 | 111 503 CHF | 112 852 CHF | 99,33% | 99,33% |
18/11/2024 | 1,23% | 0,84 CHF | 0,85 CHF | 350 000 | 350 000 | 135 154 | 135 154 | 111 027 CHF | 112 381 CHF | 98,78% | 98,78% |
15/11/2024 | 1,19% | 0,82 CHF | 0,83 CHF | 350 000 | 350 000 | 132 375 | 132 375 | 112 354 CHF | 113 680 CHF | 98,82% | 98,82% |
14/11/2024 | 1,11% | 0,90 CHF | 0,91 CHF | 340 000 | 340 000 | 121 061 | 121 061 | 111 555 CHF | 112 771 CHF | 98,42% | 98,42% |
13/11/2024 | 1,06% | 0,91 CHF | 0,92 CHF | 340 000 | 340 000 | 118 548 | 118 548 | 112 427 CHF | 113 618 CHF | 98,25% | 98,25% |
12/11/2024 | 1,00% | 0,95 CHF | 0,96 CHF | 340 000 | 340 000 | 115 878 | 115 878 | 114 802 CHF | 115 965 CHF | 96,44% | 96,44% |
11/11/2024 | 0,91% | 1,07 CHF | 1,08 CHF | 320 000 | 320 000 | 115 644 | 115 644 | 126 615 CHF | 127 775 CHF | 97,68% | 97,68% |
08/11/2024 | 0,89% | 1,16 CHF | 1,17 CHF | 310 000 | 310 000 | 112 852 | 112 852 | 129 440 CHF | 130 573 CHF | 98,88% | 98,88% |
07/11/2024 | 0,89% | 1,16 CHF | 1,17 CHF | 310 000 | 310 000 | 114 105 | 114 105 | 132 449 CHF | 133 596 CHF | 97,94% | 97,94% |