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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1,04% | 0,98 CHF | 0,99 CHF | 410 000 | 410 000 | 184 414 | 184 414 | 182 215 CHF | 184 069 CHF | 97,39% | 97,39% |
20/11/2024 | 1,03% | 0,98 CHF | 0,99 CHF | 410 000 | 410 000 | 185 367 | 185 367 | 182 318 CHF | 184 175 CHF | 99,90% | 99,90% |
19/11/2024 | 1,36% | 0,96 CHF | 0,97 CHF | 410 000 | 410 000 | 167 595 | 167 595 | 158 798 CHF | 160 771 CHF | 100,00% | 100,00% |
18/11/2024 | 1,06% | 0,98 CHF | 0,99 CHF | 410 000 | 410 000 | 186 289 | 186 289 | 178 633 CHF | 180 500 CHF | 99,90% | 99,90% |
15/11/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 410 000 | 410 000 | 177 172 | 177 172 | 181 586 CHF | 183 364 CHF | 98,18% | 98,18% |
14/11/2024 | 1,55% | 1,07 CHF | 1,10 CHF | 195 000 | 195 000 | 126 675 | 126 675 | 135 923 CHF | 138 261 CHF | 98,18% | 98,18% |
13/11/2024 | 0,95% | 1,07 CHF | 1,08 CHF | 400 000 | 400 000 | 176 224 | 176 224 | 189 670 CHF | 191 441 CHF | 100,00% | 100,00% |
12/11/2024 | 0,94% | 1,09 CHF | 1,10 CHF | 390 000 | 390 000 | 174 405 | 174 405 | 190 781 CHF | 192 532 CHF | 97,99% | 97,99% |
11/11/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 400 000 | 400 000 | 176 976 | 176 976 | 192 021 CHF | 193 798 CHF | 99,50% | 99,50% |
08/11/2024 | 0,94% | 1,09 CHF | 1,10 CHF | 400 000 | 400 000 | 173 679 | 173 679 | 190 568 CHF | 192 316 CHF | 97,65% | 97,65% |