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 | 1,07% | 0,94 CHF | 0,95 CHF | 420 000 | 420 000 | 187 708 | 187 708 | 179 240 CHF | 181 129 CHF | 98,83% | 98,83% |
20/11/2024 | 1,07% | 0,94 CHF | 0,95 CHF | 420 000 | 420 000 | 186 581 | 186 581 | 176 783 CHF | 178 653 CHF | 99,09% | 99,09% |
19/11/2024 | 1,40% | 0,93 CHF | 0,94 CHF | 420 000 | 420 000 | 171 157 | 171 157 | 156 133 CHF | 158 136 CHF | 98,79% | 98,79% |
18/11/2024 | 1,10% | 0,94 CHF | 0,95 CHF | 420 000 | 420 000 | 184 983 | 184 983 | 171 076 CHF | 172 929 CHF | 97,66% | 97,66% |
15/11/2024 | 1,02% | 0,96 CHF | 0,97 CHF | 410 000 | 410 000 | 185 969 | 185 969 | 183 963 CHF | 185 830 CHF | 98,56% | 98,56% |
14/11/2024 | 1,58% | 1,04 CHF | 1,07 CHF | 200 000 | 200 000 | 126 206 | 126 206 | 130 598 CHF | 132 895 CHF | 97,47% | 97,47% |
13/11/2024 | 0,98% | 1,03 CHF | 1,04 CHF | 400 000 | 400 000 | 174 735 | 174 735 | 181 501 CHF | 183 255 CHF | 98,41% | 98,41% |
12/11/2024 | 0,98% | 1,05 CHF | 1,06 CHF | 400 000 | 400 000 | 173 894 | 173 894 | 183 439 CHF | 185 185 CHF | 95,79% | 95,79% |
11/11/2024 | 0,96% | 1,03 CHF | 1,04 CHF | 400 000 | 400 000 | 175 637 | 175 637 | 183 992 CHF | 185 755 CHF | 98,57% | 98,57% |
08/11/2024 | 0,98% | 1,05 CHF | 1,06 CHF | 400 000 | 400 000 | 175 896 | 175 896 | 186 365 CHF | 188 137 CHF | 97,38% | 97,38% |