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 | 1,23% | 0,84 CHF | 0,85 CHF | 310 000 | 310 000 | 137 346 | 137 346 | 114 216 CHF | 115 592 CHF | 99,90% | 99,90% |
19/11/2024 | 1,25% | 0,82 CHF | 0,83 CHF | 305 000 | 305 000 | 132 788 | 132 788 | 108 180 CHF | 109 510 CHF | 100,00% | 100,00% |
18/11/2024 | 1,29% | 0,82 CHF | 0,83 CHF | 305 000 | 305 000 | 133 014 | 133 014 | 105 634 CHF | 106 967 CHF | 99,89% | 99,89% |
15/11/2024 | 1,30% | 0,78 CHF | 0,79 CHF | 295 000 | 295 000 | 116 869 | 116 869 | 91 349 CHF | 92 521 CHF | 99,45% | 99,45% |
14/11/2024 | 1,30% | 0,78 CHF | 0,79 CHF | 295 000 | 295 000 | 131 686 | 131 686 | 102 895 CHF | 104 214 CHF | 100,00% | 100,00% |
13/11/2024 | 1,31% | 0,78 CHF | 0,79 CHF | 295 000 | 295 000 | 131 703 | 131 703 | 101 559 CHF | 102 879 CHF | 100,00% | 100,00% |
12/11/2024 | 1,30% | 0,77 CHF | 0,78 CHF | 295 000 | 295 000 | 131 913 | 131 913 | 102 312 CHF | 103 633 CHF | 99,85% | 99,85% |
11/11/2024 | 1,30% | 0,77 CHF | 0,78 CHF | 295 000 | 295 000 | 132 676 | 132 676 | 102 736 CHF | 104 065 CHF | 99,57% | 99,57% |
08/11/2024 | 1,30% | 0,77 CHF | 0,78 CHF | 300 000 | 300 000 | 135 383 | 135 383 | 105 342 CHF | 106 698 CHF | 99,19% | 99,19% |
07/11/2024 | 1,30% | 0,78 CHF | 0,79 CHF | 300 000 | 300 000 | 130 872 | 130 872 | 101 799 CHF | 103 110 CHF | 99,90% | 99,90% |