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 | 1,07% | 1,01 CHF | 1,02 CHF | 288 700 | 288 700 | 139 333 | 139 333 | 134 137 CHF | 135 534 CHF | 99,89% | 99,89% |
19/11/2024 | 1,05% | 0,98 CHF | 0,99 CHF | 284 100 | 284 100 | 137 998 | 137 998 | 134 010 CHF | 135 392 CHF | 100,00% | 100,00% |
18/11/2024 | 1,01% | 0,92 CHF | 0,93 CHF | 240 400 | 240 400 | 115 824 | 115 824 | 114 955 CHF | 116 115 CHF | 99,86% | 99,86% |
15/11/2024 | 0,99% | 1,07 CHF | 1,08 CHF | 282 400 | 282 400 | 136 323 | 136 323 | 141 013 CHF | 142 378 CHF | 99,99% | 99,99% |
14/11/2024 | 1,09% | 0,96 CHF | 0,97 CHF | 280 300 | 280 300 | 133 484 | 133 484 | 125 055 CHF | 126 392 CHF | 100,00% | 100,00% |
13/11/2024 | 1,17% | 0,90 CHF | 0,91 CHF | 320 000 | 320 000 | 154 065 | 154 065 | 134 269 CHF | 135 812 CHF | 100,00% | 100,00% |
12/11/2024 | 1,26% | 0,84 CHF | 0,85 CHF | 357 100 | 357 100 | 169 176 | 169 176 | 136 871 CHF | 138 566 CHF | 100,00% | 100,00% |
11/11/2024 | 1,32% | 0,78 CHF | 0,79 CHF | 355 800 | 355 800 | 171 475 | 171 475 | 132 918 CHF | 134 635 CHF | 100,00% | 100,00% |
08/11/2024 | 1,41% | 0,73 CHF | 0,74 CHF | 378 500 | 378 500 | 179 507 | 179 507 | 129 427 CHF | 131 225 CHF | 99,85% | 99,85% |
07/11/2024 | 1,30% | 0,75 CHF | 0,76 CHF | 319 100 | 319 100 | 156 262 | 156 262 | 121 652 CHF | 123 221 CHF | 100,00% | 100,00% |