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 | 1,16% | 0,82 CHF | 0,83 CHF | 260 000 | 260 000 | 144 886 | 144 886 | 124 980 CHF | 126 432 CHF | 98,19% | 98,19% |
19/11/2024 | 1,40% | 0,85 CHF | 0,86 CHF | 260 000 | 260 000 | 137 617 | 137 617 | 111 774 CHF | 113 320 CHF | 95,98% | 95,98% |
18/11/2024 | 1,29% | 0,81 CHF | 0,82 CHF | 260 000 | 260 000 | 146 635 | 146 635 | 115 689 CHF | 117 159 CHF | 98,10% | 98,10% |
15/11/2024 | 1,24% | 0,75 CHF | 0,76 CHF | 270 000 | 270 000 | 145 221 | 145 221 | 117 377 CHF | 118 831 CHF | 96,99% | 96,99% |
14/11/2024 | 1,16% | 0,85 CHF | 0,86 CHF | 260 000 | 260 000 | 135 495 | 135 495 | 121 816 CHF | 123 216 CHF | 96,62% | 96,62% |
13/11/2024 | 1,08% | 0,92 CHF | 0,93 CHF | 260 000 | 260 000 | 137 591 | 137 591 | 130 198 CHF | 131 580 CHF | 98,01% | 98,01% |
12/11/2024 | 1,10% | 0,93 CHF | 0,94 CHF | 260 000 | 260 000 | 138 925 | 138 925 | 130 152 CHF | 131 547 CHF | 97,22% | 97,22% |
11/11/2024 | 1,12% | 0,93 CHF | 0,94 CHF | 260 000 | 260 000 | 144 000 | 144 000 | 131 301 CHF | 132 746 CHF | 98,20% | 98,20% |
08/11/2024 | 1,12% | 0,90 CHF | 0,91 CHF | 260 000 | 260 000 | 143 193 | 143 193 | 131 364 CHF | 132 804 CHF | 95,97% | 95,97% |
07/11/2024 | 1,16% | 0,91 CHF | 0,92 CHF | 260 000 | 260 000 | 143 782 | 143 782 | 127 191 CHF | 128 634 CHF | 98,27% | 98,27% |