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 | 0,97% | 1,04 CHF | 1,05 CHF | 275 000 | 275 000 | 268 992 | 268 992 | 275 803 CHF | 278 493 CHF | 99,47% | 99,47% |
19/11/2024 | 1,01% | 1,00 CHF | 1,01 CHF | 265 000 | 265 000 | 260 824 | 260 824 | 258 070 CHF | 260 679 CHF | 100,00% | 100,00% |
18/11/2024 | 1,03% | 0,97 CHF | 0,98 CHF | 255 000 | 255 000 | 253 758 | 253 758 | 244 775 CHF | 247 312 CHF | 100,00% | 100,00% |
15/11/2024 | 1,04% | 0,96 CHF | 0,97 CHF | 255 000 | 255 000 | 253 094 | 253 094 | 242 976 CHF | 245 506 CHF | 100,00% | 100,00% |
14/11/2024 | 1,03% | 0,96 CHF | 0,97 CHF | 255 000 | 255 000 | 254 941 | 254 941 | 247 119 CHF | 249 668 CHF | 99,34% | 99,34% |
13/11/2024 | 1,03% | 0,98 CHF | 0,99 CHF | 260 000 | 260 000 | 255 167 | 255 167 | 247 202 CHF | 249 754 CHF | 100,00% | 100,00% |
12/11/2024 | 1,09% | 0,96 CHF | 0,97 CHF | 255 000 | 255 000 | 244 733 | 244 733 | 228 479 CHF | 230 932 CHF | 100,00% | 100,00% |
11/11/2024 | 1,06% | 0,94 CHF | 0,95 CHF | 250 000 | 250 000 | 248 429 | 248 429 | 233 546 CHF | 236 030 CHF | 99,24% | 99,24% |
08/11/2024 | 1,06% | 0,94 CHF | 0,95 CHF | 250 000 | 250 000 | 248 182 | 248 182 | 233 379 CHF | 235 861 CHF | 100,00% | 100,00% |
07/11/2024 | 1,07% | 0,91 CHF | 0,92 CHF | 240 000 | 240 000 | 243 382 | 243 382 | 226 205 CHF | 228 639 CHF | 99,40% | 99,40% |