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 | 1,17% | 0,86 CHF | 0,87 CHF | 275 000 | 275 000 | 268 992 | 268 992 | 228 014 CHF | 230 704 CHF | 99,47% | 99,47% |
19/11/2024 | 1,22% | 0,82 CHF | 0,83 CHF | 265 000 | 265 000 | 260 825 | 260 825 | 211 694 CHF | 214 302 CHF | 100,00% | 100,00% |
18/11/2024 | 1,26% | 0,79 CHF | 0,80 CHF | 255 000 | 255 000 | 253 758 | 253 758 | 199 410 CHF | 201 948 CHF | 100,00% | 100,00% |
15/11/2024 | 1,27% | 0,78 CHF | 0,79 CHF | 255 000 | 255 000 | 253 095 | 253 095 | 197 475 CHF | 200 006 CHF | 100,00% | 100,00% |
14/11/2024 | 1,26% | 0,78 CHF | 0,79 CHF | 255 000 | 255 000 | 254 941 | 254 941 | 201 875 CHF | 204 425 CHF | 97,92% | 97,92% |
13/11/2024 | 1,26% | 0,80 CHF | 0,81 CHF | 260 000 | 260 000 | 255 167 | 255 167 | 201 565 CHF | 204 117 CHF | 100,00% | 100,00% |
12/11/2024 | 1,34% | 0,78 CHF | 0,79 CHF | 255 000 | 255 000 | 244 632 | 244 632 | 184 895 CHF | 187 347 CHF | 98,05% | 98,05% |
11/11/2024 | 1,30% | 0,76 CHF | 0,77 CHF | 250 000 | 250 000 | 248 429 | 248 429 | 189 286 CHF | 191 771 CHF | 99,24% | 99,24% |
08/11/2024 | 1,30% | 0,76 CHF | 0,77 CHF | 250 000 | 250 000 | 248 130 | 248 130 | 188 956 CHF | 191 437 CHF | 95,28% | 95,28% |
07/11/2024 | 1,32% | 0,73 CHF | 0,74 CHF | 240 000 | 240 000 | 243 382 | 243 382 | 182 559 CHF | 184 993 CHF | 99,40% | 99,40% |