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 | 1,04% | 0,93 CHF | 0,94 CHF | 270 000 | 270 000 | 134 359 | 134 359 | 129 436 CHF | 130 782 CHF | 98,66% | 98,66% |
19/11/2024 | 1,06% | 0,94 CHF | 0,95 CHF | 270 000 | 270 000 | 134 218 | 134 218 | 127 750 CHF | 129 094 CHF | 97,30% | 97,30% |
18/11/2024 | 1,09% | 0,99 CHF | 1,00 CHF | 270 000 | 270 000 | 131 136 | 131 136 | 123 952 CHF | 125 265 CHF | 98,34% | 98,34% |
15/11/2024 | 1,09% | 0,90 CHF | 0,91 CHF | 270 000 | 270 000 | 133 901 | 133 901 | 124 298 CHF | 125 639 CHF | 98,65% | 98,65% |
14/11/2024 | 1,02% | 0,98 CHF | 0,99 CHF | 270 000 | 270 000 | 129 409 | 129 409 | 129 993 CHF | 131 291 CHF | 98,29% | 98,29% |
13/11/2024 | 1,14% | 1,03 CHF | 1,04 CHF | 260 000 | 260 000 | 112 479 | 112 479 | 118 841 CHF | 120 198 CHF | 98,32% | 98,32% |
12/11/2024 | 0,91% | 1,08 CHF | 1,09 CHF | 260 000 | 260 000 | 120 450 | 120 450 | 134 219 CHF | 135 426 CHF | 97,09% | 97,09% |
11/11/2024 | 0,89% | 1,14 CHF | 1,15 CHF | 250 000 | 250 000 | 119 344 | 119 344 | 136 736 CHF | 137 934 CHF | 97,22% | 97,22% |
08/11/2024 | 0,86% | 1,19 CHF | 1,20 CHF | 250 000 | 250 000 | 118 395 | 118 395 | 140 633 CHF | 141 820 CHF | 97,83% | 97,83% |
07/11/2024 | 0,91% | 1,16 CHF | 1,17 CHF | 250 000 | 250 000 | 120 671 | 120 671 | 137 192 CHF | 138 407 CHF | 98,21% | 98,21% |