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 | 0,93% | 1,04 CHF | 1,05 CHF | 260 000 | 260 000 | 145 885 | 145 885 | 157 831 CHF | 159 292 CHF | 99,77% | 99,77% |
19/11/2024 | 1,11% | 1,07 CHF | 1,08 CHF | 260 000 | 260 000 | 137 826 | 137 826 | 142 117 CHF | 143 664 CHF | 99,54% | 99,54% |
18/11/2024 | 1,01% | 1,03 CHF | 1,04 CHF | 260 000 | 260 000 | 148 057 | 148 057 | 149 362 CHF | 150 845 CHF | 99,90% | 99,90% |
15/11/2024 | 0,98% | 0,97 CHF | 0,98 CHF | 270 000 | 270 000 | 144 189 | 144 189 | 148 413 CHF | 149 858 CHF | 96,03% | 96,03% |
14/11/2024 | 0,94% | 1,07 CHF | 1,08 CHF | 260 000 | 260 000 | 136 910 | 136 910 | 153 193 CHF | 154 615 CHF | 98,86% | 98,86% |
13/11/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 260 000 | 260 000 | 138 332 | 138 332 | 161 206 CHF | 162 595 CHF | 100,00% | 100,00% |
12/11/2024 | 0,89% | 1,15 CHF | 1,16 CHF | 260 000 | 260 000 | 139 632 | 139 632 | 161 460 CHF | 162 862 CHF | 99,72% | 99,72% |
11/11/2024 | 0,91% | 1,14 CHF | 1,15 CHF | 260 000 | 260 000 | 144 621 | 144 621 | 163 512 CHF | 164 964 CHF | 99,90% | 99,90% |
08/11/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 260 000 | 260 000 | 140 182 | 140 182 | 159 254 CHF | 160 663 CHF | 94,63% | 94,63% |
07/11/2024 | 0,94% | 1,12 CHF | 1,13 CHF | 260 000 | 260 000 | 142 475 | 142 475 | 157 032 CHF | 158 463 CHF | 95,49% | 95,49% |