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 | 1,10% | 0,93 CHF | 0,94 CHF | 310 000 | 310 000 | 137 347 | 137 347 | 126 748 CHF | 128 124 CHF | 99,90% | 99,90% |
19/11/2024 | 1,12% | 0,91 CHF | 0,92 CHF | 305 000 | 305 000 | 132 793 | 132 793 | 120 511 CHF | 121 841 CHF | 100,00% | 100,00% |
18/11/2024 | 1,15% | 0,91 CHF | 0,92 CHF | 305 000 | 305 000 | 133 015 | 133 015 | 118 179 CHF | 119 511 CHF | 99,90% | 99,90% |
15/11/2024 | 1,16% | 0,88 CHF | 0,89 CHF | 295 000 | 295 000 | 116 869 | 116 869 | 102 108 CHF | 103 279 CHF | 99,45% | 99,45% |
14/11/2024 | 1,16% | 0,87 CHF | 0,88 CHF | 295 000 | 295 000 | 131 680 | 131 680 | 115 168 CHF | 116 487 CHF | 100,00% | 100,00% |
13/11/2024 | 1,17% | 0,87 CHF | 0,88 CHF | 295 000 | 295 000 | 131 699 | 131 699 | 114 152 CHF | 115 471 CHF | 100,00% | 100,00% |
12/11/2024 | 1,17% | 0,87 CHF | 0,88 CHF | 295 000 | 295 000 | 131 914 | 131 914 | 114 282 CHF | 115 603 CHF | 99,85% | 99,85% |
11/11/2024 | 1,17% | 0,86 CHF | 0,87 CHF | 295 000 | 295 000 | 132 684 | 132 684 | 114 786 CHF | 116 116 CHF | 99,57% | 99,57% |
08/11/2024 | 1,17% | 0,87 CHF | 0,88 CHF | 300 000 | 300 000 | 134 912 | 134 912 | 117 179 CHF | 118 531 CHF | 100,00% | 100,00% |
07/11/2024 | 1,16% | 0,87 CHF | 0,88 CHF | 300 000 | 300 000 | 130 874 | 130 874 | 113 788 CHF | 115 099 CHF | 99,90% | 99,90% |