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 | 1,01% | 0,95 CHF | 0,96 CHF | 305 000 | 305 000 | 299 946 | 299 946 | 294 628 CHF | 297 627 CHF | 100,00% | 100,00% |
19/11/2024 | 1,02% | 0,97 CHF | 0,98 CHF | 300 000 | 300 000 | 300 114 | 300 114 | 292 272 CHF | 295 273 CHF | 99,31% | 99,31% |
18/11/2024 | 0,89% | 1,10 CHF | 1,11 CHF | 290 000 | 290 000 | 288 155 | 288 155 | 322 980 CHF | 325 862 CHF | 100,00% | 100,00% |
15/11/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 285 000 | 285 000 | 283 480 | 283 480 | 332 239 CHF | 335 074 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 1,18 CHF | 1,19 CHF | 285 000 | 285 000 | 278 056 | 278 056 | 342 209 CHF | 344 990 CHF | 99,39% | 99,39% |
13/11/2024 | 1,00% | 1,00 CHF | 1,01 CHF | 300 000 | 300 000 | 297 584 | 297 584 | 297 440 CHF | 300 416 CHF | 100,00% | 100,00% |
12/11/2024 | 0,93% | 0,99 CHF | 1,00 CHF | 300 000 | 300 000 | 291 927 | 291 927 | 311 347 CHF | 314 266 CHF | 99,29% | 99,29% |
11/11/2024 | 0,86% | 1,15 CHF | 1,16 CHF | 285 000 | 285 000 | 283 825 | 283 825 | 327 211 CHF | 330 049 CHF | 100,00% | 100,00% |
08/11/2024 | 0,89% | 1,09 CHF | 1,10 CHF | 290 000 | 290 000 | 287 691 | 287 691 | 321 332 CHF | 324 209 CHF | 98,90% | 98,90% |
07/11/2024 | 0,86% | 1,19 CHF | 1,20 CHF | 280 000 | 280 000 | 283 392 | 283 392 | 326 542 CHF | 329 376 CHF | 100,00% | 100,00% |