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 | 1,15% | 0,84 CHF | 0,85 CHF | 270 000 | 270 000 | 132 923 | 132 923 | 116 510 CHF | 117 843 CHF | 98,07% | 98,07% |
19/11/2024 | 1,17% | 0,86 CHF | 0,87 CHF | 270 000 | 270 000 | 135 077 | 135 077 | 116 795 CHF | 118 147 CHF | 98,62% | 98,62% |
18/11/2024 | 1,20% | 0,90 CHF | 0,91 CHF | 260 000 | 260 000 | 130 669 | 130 669 | 112 102 CHF | 113 410 CHF | 96,68% | 96,68% |
15/11/2024 | 1,20% | 0,81 CHF | 0,82 CHF | 270 000 | 270 000 | 133 222 | 133 222 | 112 078 CHF | 113 412 CHF | 98,14% | 98,14% |
14/11/2024 | 1,11% | 0,89 CHF | 0,90 CHF | 270 000 | 270 000 | 128 978 | 128 978 | 118 259 CHF | 119 553 CHF | 98,08% | 98,08% |
13/11/2024 | 1,23% | 0,94 CHF | 0,95 CHF | 260 000 | 260 000 | 111 923 | 111 923 | 108 498 CHF | 109 845 CHF | 98,04% | 98,04% |
12/11/2024 | 0,99% | 0,99 CHF | 1,00 CHF | 260 000 | 260 000 | 120 639 | 120 639 | 124 024 CHF | 125 233 CHF | 97,88% | 97,88% |
11/11/2024 | 0,96% | 1,05 CHF | 1,06 CHF | 250 000 | 250 000 | 120 007 | 120 007 | 127 068 CHF | 128 270 CHF | 97,91% | 97,91% |
08/11/2024 | 0,93% | 1,10 CHF | 1,11 CHF | 250 000 | 250 000 | 118 608 | 118 608 | 130 685 CHF | 131 875 CHF | 97,69% | 97,69% |
07/11/2024 | 0,99% | 1,07 CHF | 1,08 CHF | 250 000 | 250 000 | 121 228 | 121 228 | 127 480 CHF | 128 700 CHF | 98,96% | 98,96% |