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 | 1,06% | 0,95 CHF | 0,96 CHF | 275 000 | 275 000 | 268 991 | 268 991 | 253 307 CHF | 255 997 CHF | 99,47% | 99,47% |
19/11/2024 | 1,10% | 0,91 CHF | 0,92 CHF | 265 000 | 265 000 | 260 824 | 260 824 | 235 850 CHF | 238 458 CHF | 100,00% | 100,00% |
18/11/2024 | 1,13% | 0,89 CHF | 0,90 CHF | 255 000 | 255 000 | 253 758 | 253 758 | 222 900 CHF | 225 438 CHF | 100,00% | 100,00% |
15/11/2024 | 1,14% | 0,88 CHF | 0,89 CHF | 255 000 | 255 000 | 253 095 | 253 095 | 221 676 CHF | 224 207 CHF | 100,00% | 100,00% |
14/11/2024 | 1,12% | 0,88 CHF | 0,89 CHF | 255 000 | 255 000 | 254 939 | 254 939 | 225 918 CHF | 228 468 CHF | 98,26% | 98,26% |
13/11/2024 | 1,12% | 0,89 CHF | 0,90 CHF | 260 000 | 260 000 | 255 166 | 255 166 | 225 621 CHF | 228 172 CHF | 100,00% | 100,00% |
12/11/2024 | 1,19% | 0,87 CHF | 0,88 CHF | 255 000 | 255 000 | 245 179 | 245 179 | 208 277 CHF | 210 733 CHF | 98,90% | 98,90% |
11/11/2024 | 1,16% | 0,85 CHF | 0,86 CHF | 250 000 | 250 000 | 248 429 | 248 429 | 212 632 CHF | 215 116 CHF | 99,24% | 99,24% |
08/11/2024 | 1,16% | 0,85 CHF | 0,86 CHF | 250 000 | 250 000 | 248 092 | 248 092 | 212 472 CHF | 214 953 CHF | 93,02% | 93,02% |
07/11/2024 | 1,18% | 0,83 CHF | 0,84 CHF | 240 000 | 240 000 | 243 381 | 243 381 | 205 440 CHF | 207 874 CHF | 99,40% | 99,40% |