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 | 1,12% | 0,86 CHF | 0,87 CHF | 305 000 | 305 000 | 299 946 | 299 946 | 266 352 CHF | 269 351 CHF | 100,00% | 100,00% |
19/11/2024 | 1,13% | 0,88 CHF | 0,89 CHF | 300 000 | 300 000 | 300 113 | 300 113 | 263 981 CHF | 266 982 CHF | 99,30% | 99,30% |
18/11/2024 | 0,97% | 1,00 CHF | 1,01 CHF | 290 000 | 290 000 | 288 155 | 288 155 | 295 803 CHF | 298 685 CHF | 100,00% | 100,00% |
15/11/2024 | 0,92% | 1,07 CHF | 1,08 CHF | 285 000 | 285 000 | 283 482 | 283 482 | 305 213 CHF | 308 048 CHF | 100,00% | 100,00% |
14/11/2024 | 0,88% | 1,09 CHF | 1,10 CHF | 285 000 | 285 000 | 278 060 | 278 060 | 315 830 CHF | 318 610 CHF | 99,39% | 99,39% |
13/11/2024 | 1,10% | 0,91 CHF | 0,92 CHF | 300 000 | 300 000 | 297 582 | 297 582 | 269 078 CHF | 272 054 CHF | 100,00% | 100,00% |
12/11/2024 | 1,02% | 0,89 CHF | 0,90 CHF | 300 000 | 300 000 | 291 926 | 291 926 | 283 488 CHF | 286 407 CHF | 99,27% | 99,27% |
11/11/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 285 000 | 285 000 | 283 825 | 283 825 | 300 034 CHF | 302 872 CHF | 100,00% | 100,00% |
08/11/2024 | 0,97% | 0,99 CHF | 1,00 CHF | 290 000 | 290 000 | 287 692 | 287 692 | 294 025 CHF | 296 902 CHF | 98,93% | 98,93% |
07/11/2024 | 0,94% | 1,10 CHF | 1,11 CHF | 280 000 | 280 000 | 283 393 | 283 393 | 299 479 CHF | 302 312 CHF | 100,00% | 100,00% |