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 | 1,03% | 0,93 CHF | 0,94 CHF | 340 000 | 340 000 | 153 457 | 153 457 | 148 909 CHF | 150 449 CHF | 98,31% | 98,31% |
19/11/2024 | 1,08% | 0,98 CHF | 0,99 CHF | 350 000 | 350 000 | 156 195 | 156 195 | 146 311 CHF | 147 876 CHF | 97,63% | 97,63% |
18/11/2024 | 1,02% | 0,98 CHF | 0,99 CHF | 340 000 | 340 000 | 152 187 | 152 187 | 151 220 CHF | 152 745 CHF | 97,52% | 97,52% |
15/11/2024 | 0,93% | 1,01 CHF | 1,02 CHF | 340 000 | 340 000 | 144 923 | 144 923 | 157 531 CHF | 158 992 CHF | 96,03% | 96,03% |
14/11/2024 | 0,83% | 1,18 CHF | 1,19 CHF | 330 000 | 330 000 | 136 635 | 136 635 | 167 245 CHF | 168 618 CHF | 96,59% | 96,59% |
13/11/2024 | 0,92% | 1,18 CHF | 1,19 CHF | 330 000 | 330 000 | 148 422 | 148 422 | 167 332 CHF | 168 823 CHF | 98,25% | 98,25% |
12/11/2024 | 0,96% | 1,05 CHF | 1,06 CHF | 340 000 | 340 000 | 153 646 | 153 646 | 162 947 CHF | 164 488 CHF | 98,42% | 98,42% |
11/11/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 340 000 | 340 000 | 150 236 | 150 236 | 163 356 CHF | 164 866 CHF | 98,42% | 98,42% |
08/11/2024 | 0,93% | 1,09 CHF | 1,10 CHF | 340 000 | 340 000 | 151 541 | 151 541 | 166 990 CHF | 168 512 CHF | 98,28% | 98,28% |
07/11/2024 | 0,96% | 1,13 CHF | 1,14 CHF | 340 000 | 340 000 | 149 906 | 149 906 | 163 377 CHF | 164 883 CHF | 97,71% | 97,71% |