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 | 0,95% | 1,03 CHF | 1,04 CHF | 450 000 | 450 000 | 204 467 | 204 467 | 216 458 CHF | 218 509 CHF | 99,09% | 99,09% |
19/11/2024 | 0,99% | 1,06 CHF | 1,07 CHF | 450 000 | 450 000 | 206 316 | 206 316 | 212 730 CHF | 214 800 CHF | 99,34% | 99,34% |
18/11/2024 | 0,94% | 1,07 CHF | 1,08 CHF | 450 000 | 450 000 | 203 396 | 203 396 | 219 140 CHF | 221 177 CHF | 99,31% | 99,31% |
15/11/2024 | 0,89% | 1,09 CHF | 1,10 CHF | 440 000 | 440 000 | 188 084 | 188 084 | 215 208 CHF | 217 104 CHF | 98,13% | 98,13% |
14/11/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 420 000 | 420 000 | 182 471 | 182 471 | 228 273 CHF | 230 106 CHF | 98,31% | 98,31% |
13/11/2024 | 0,88% | 1,21 CHF | 1,22 CHF | 430 000 | 430 000 | 190 589 | 190 589 | 224 099 CHF | 226 013 CHF | 99,18% | 99,18% |
12/11/2024 | 0,91% | 1,11 CHF | 1,12 CHF | 440 000 | 440 000 | 194 102 | 194 102 | 218 169 CHF | 220 118 CHF | 99,38% | 99,38% |
11/11/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 440 000 | 440 000 | 192 956 | 192 956 | 220 489 CHF | 222 428 CHF | 99,39% | 99,39% |
08/11/2024 | 0,89% | 1,15 CHF | 1,16 CHF | 440 000 | 440 000 | 194 257 | 194 257 | 223 701 CHF | 225 650 CHF | 99,24% | 99,24% |
07/11/2024 | 0,91% | 1,18 CHF | 1,19 CHF | 440 000 | 440 000 | 198 801 | 198 801 | 227 679 CHF | 229 676 CHF | 99,05% | 99,05% |