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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1,17% | 0,89 CHF | 0,90 CHF | 170 000 | 170 000 | 168 041 | 168 041 | 145 669 CHF | 147 351 CHF | 99,85% | 99,85% |
22/11/2024 | 1,21% | 0,83 CHF | 0,84 CHF | 180 000 | 180 000 | 176 181 | 176 181 | 148 528 CHF | 150 292 CHF | 97,86% | 97,86% |
20/11/2024 | 1,06% | 0,93 CHF | 0,94 CHF | 170 000 | 170 000 | 168 169 | 168 169 | 161 607 CHF | 163 290 CHF | 99,01% | 99,01% |
19/11/2024 | 1,12% | 0,92 CHF | 0,93 CHF | 170 000 | 170 000 | 168 053 | 168 053 | 152 788 CHF | 154 471 CHF | 98,81% | 98,81% |
18/11/2024 | 1,03% | 0,99 CHF | 1,00 CHF | 170 000 | 170 000 | 168 250 | 168 250 | 165 345 CHF | 167 030 CHF | 99,88% | 99,88% |
15/11/2024 | 1,06% | 0,96 CHF | 0,97 CHF | 170 000 | 170 000 | 168 194 | 168 194 | 161 788 CHF | 163 472 CHF | 99,72% | 99,72% |
14/11/2024 | 1,11% | 0,95 CHF | 0,96 CHF | 170 000 | 170 000 | 172 860 | 172 860 | 158 662 CHF | 160 393 CHF | 98,47% | 98,47% |
13/11/2024 | 1,14% | 0,84 CHF | 0,85 CHF | 170 000 | 170 000 | 168 763 | 168 763 | 150 714 CHF | 152 404 CHF | 99,49% | 99,49% |
12/11/2024 | 1,07% | 0,90 CHF | 0,91 CHF | 170 000 | 170 000 | 168 241 | 168 241 | 160 211 CHF | 161 895 CHF | 99,87% | 99,87% |
11/11/2024 | 1,08% | 1,00 CHF | 1,01 CHF | 170 000 | 170 000 | 169 300 | 169 300 | 159 728 CHF | 161 423 CHF | 100,00% | 100,00% |