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 | 1,06% | 0,91 CHF | 0,92 CHF | 305 000 | 305 000 | 299 947 | 299 947 | 282 761 CHF | 285 760 CHF | 99,99% | 99,99% |
19/11/2024 | 1,07% | 0,93 CHF | 0,94 CHF | 300 000 | 300 000 | 300 108 | 300 108 | 280 340 CHF | 283 341 CHF | 98,91% | 98,91% |
18/11/2024 | 0,92% | 1,06 CHF | 1,07 CHF | 290 000 | 290 000 | 288 155 | 288 155 | 311 499 CHF | 314 380 CHF | 100,00% | 100,00% |
15/11/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 285 000 | 285 000 | 283 477 | 283 477 | 320 901 CHF | 323 736 CHF | 99,78% | 99,78% |
14/11/2024 | 0,84% | 1,14 CHF | 1,15 CHF | 285 000 | 285 000 | 278 051 | 278 051 | 331 105 CHF | 333 885 CHF | 96,89% | 96,89% |
13/11/2024 | 1,04% | 0,96 CHF | 0,97 CHF | 300 000 | 300 000 | 297 575 | 297 575 | 285 632 CHF | 288 608 CHF | 99,65% | 99,65% |
12/11/2024 | 0,97% | 0,95 CHF | 0,96 CHF | 300 000 | 300 000 | 291 916 | 291 916 | 299 742 CHF | 302 661 CHF | 99,14% | 99,14% |
11/11/2024 | 0,89% | 1,11 CHF | 1,12 CHF | 285 000 | 285 000 | 283 825 | 283 825 | 315 911 CHF | 318 749 CHF | 100,00% | 100,00% |
08/11/2024 | 0,92% | 1,05 CHF | 1,06 CHF | 290 000 | 290 000 | 287 692 | 287 692 | 309 876 CHF | 312 753 CHF | 98,93% | 98,93% |
07/11/2024 | 0,90% | 1,15 CHF | 1,16 CHF | 280 000 | 280 000 | 283 378 | 283 378 | 315 231 CHF | 318 065 CHF | 99,22% | 99,22% |