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 | 1,52% | 0,64 CHF | 0,65 CHF | 370 000 | 370 000 | 368 471 | 368 471 | 240 996 CHF | 244 681 CHF | 99,82% | 99,82% |
19/11/2024 | 1,56% | 0,64 CHF | 0,65 CHF | 370 000 | 370 000 | 370 041 | 370 041 | 235 616 CHF | 239 316 CHF | 98,50% | 98,50% |
18/11/2024 | 1,57% | 0,64 CHF | 0,65 CHF | 370 000 | 370 000 | 369 934 | 369 934 | 233 198 CHF | 236 897 CHF | 99,58% | 99,58% |
15/11/2024 | 1,55% | 0,64 CHF | 0,65 CHF | 370 000 | 370 000 | 368 470 | 368 470 | 235 327 CHF | 239 011 CHF | 99,70% | 99,70% |
14/11/2024 | 1,51% | 0,66 CHF | 0,67 CHF | 370 000 | 370 000 | 368 440 | 368 440 | 241 658 CHF | 245 343 CHF | 97,73% | 97,73% |
13/11/2024 | 1,74% | 0,56 CHF | 0,57 CHF | 380 000 | 380 000 | 378 648 | 378 648 | 216 057 CHF | 219 844 CHF | 98,93% | 98,93% |
12/11/2024 | 1,62% | 0,59 CHF | 0,60 CHF | 380 000 | 380 000 | 375 517 | 375 517 | 230 130 CHF | 233 885 CHF | 98,76% | 98,76% |
11/11/2024 | 1,55% | 0,65 CHF | 0,66 CHF | 370 000 | 370 000 | 368 470 | 368 470 | 236 458 CHF | 240 143 CHF | 99,70% | 99,70% |
08/11/2024 | 1,60% | 0,63 CHF | 0,64 CHF | 370 000 | 370 000 | 371 674 | 371 674 | 230 980 CHF | 234 697 CHF | 98,51% | 98,51% |
07/11/2024 | 1,64% | 0,61 CHF | 0,62 CHF | 380 000 | 380 000 | 376 711 | 376 711 | 227 358 CHF | 231 125 CHF | 98,80% | 98,80% |