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 | 1,07% | 0,94 CHF | 0,95 CHF | 275 000 | 275 000 | 268 991 | 268 991 | 249 996 CHF | 252 685 CHF | 99,47% | 99,47% |
19/11/2024 | 1,11% | 0,90 CHF | 0,91 CHF | 265 000 | 265 000 | 260 824 | 260 824 | 232 733 CHF | 235 341 CHF | 100,00% | 100,00% |
18/11/2024 | 1,15% | 0,88 CHF | 0,89 CHF | 255 000 | 255 000 | 253 757 | 253 757 | 219 811 CHF | 222 348 CHF | 100,00% | 100,00% |
15/11/2024 | 1,15% | 0,86 CHF | 0,87 CHF | 255 000 | 255 000 | 253 094 | 253 094 | 217 995 CHF | 220 526 CHF | 100,00% | 100,00% |
14/11/2024 | 1,14% | 0,86 CHF | 0,87 CHF | 255 000 | 255 000 | 254 942 | 254 942 | 222 773 CHF | 225 322 CHF | 99,39% | 99,39% |
13/11/2024 | 1,14% | 0,88 CHF | 0,89 CHF | 260 000 | 260 000 | 255 166 | 255 166 | 222 322 CHF | 224 873 CHF | 100,00% | 100,00% |
12/11/2024 | 1,21% | 0,86 CHF | 0,87 CHF | 255 000 | 255 000 | 244 732 | 244 732 | 204 949 CHF | 207 402 CHF | 100,00% | 100,00% |
11/11/2024 | 1,18% | 0,84 CHF | 0,85 CHF | 250 000 | 250 000 | 248 429 | 248 429 | 209 591 CHF | 212 076 CHF | 99,24% | 99,24% |
08/11/2024 | 1,18% | 0,84 CHF | 0,85 CHF | 250 000 | 250 000 | 248 181 | 248 181 | 209 149 CHF | 211 631 CHF | 100,00% | 100,00% |
07/11/2024 | 1,19% | 0,82 CHF | 0,83 CHF | 240 000 | 240 000 | 243 383 | 243 383 | 202 519 CHF | 204 953 CHF | 99,40% | 99,40% |