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 | 1,03% | 0,94 CHF | 0,95 CHF | 280 000 | 280 000 | 152 653 | 152 653 | 149 171 CHF | 150 701 CHF | 99,77% | 99,77% |
19/11/2024 | 1,23% | 0,97 CHF | 0,98 CHF | 280 000 | 280 000 | 149 172 | 149 172 | 138 673 CHF | 140 346 CHF | 99,54% | 99,54% |
18/11/2024 | 1,12% | 0,93 CHF | 0,94 CHF | 290 000 | 290 000 | 162 441 | 162 441 | 147 916 CHF | 149 543 CHF | 99,90% | 99,90% |
15/11/2024 | 1,09% | 0,88 CHF | 0,89 CHF | 290 000 | 290 000 | 157 926 | 157 926 | 146 305 CHF | 147 887 CHF | 83,14% | 83,14% |
14/11/2024 | 1,05% | 0,96 CHF | 0,97 CHF | 280 000 | 280 000 | 150 242 | 150 242 | 151 669 CHF | 153 230 CHF | 94,16% | 94,16% |
13/11/2024 | 0,97% | 1,03 CHF | 1,04 CHF | 270 000 | 270 000 | 149 024 | 149 024 | 157 190 CHF | 158 687 CHF | 100,00% | 100,00% |
12/11/2024 | 0,98% | 1,04 CHF | 1,05 CHF | 280 000 | 280 000 | 149 533 | 149 533 | 156 439 CHF | 157 940 CHF | 99,72% | 99,72% |
11/11/2024 | 1,01% | 1,03 CHF | 1,04 CHF | 280 000 | 280 000 | 151 286 | 151 286 | 154 555 CHF | 156 074 CHF | 99,90% | 99,90% |
08/11/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 280 000 | 280 000 | 147 980 | 147 980 | 151 864 CHF | 153 351 CHF | 92,35% | 92,35% |
07/11/2024 | 1,03% | 1,02 CHF | 1,03 CHF | 280 000 | 280 000 | 159 292 | 159 292 | 158 952 CHF | 160 552 CHF | 88,84% | 88,84% |