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 | 0,91% | 1,14 CHF | 1,15 CHF | 435 000 | 435 000 | 158 833 | 158 833 | 178 899 CHF | 180 491 CHF | 99,68% | 99,68% |
19/11/2024 | 0,90% | 1,14 CHF | 1,15 CHF | 440 000 | 440 000 | 161 541 | 161 541 | 182 944 CHF | 184 561 CHF | 99,70% | 99,70% |
18/11/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 435 000 | 435 000 | 160 020 | 160 020 | 183 382 CHF | 184 985 CHF | 99,03% | 99,03% |
15/11/2024 | 0,91% | 1,15 CHF | 1,16 CHF | 435 000 | 435 000 | 156 765 | 156 765 | 177 039 CHF | 178 610 CHF | 98,76% | 98,76% |
14/11/2024 | 0,95% | 1,08 CHF | 1,09 CHF | 420 000 | 420 000 | 149 559 | 149 559 | 160 324 CHF | 161 822 CHF | 99,05% | 99,05% |
13/11/2024 | 0,99% | 1,07 CHF | 1,08 CHF | 420 000 | 420 000 | 150 861 | 150 861 | 156 958 CHF | 158 469 CHF | 99,38% | 99,38% |
12/11/2024 | 1,04% | 1,03 CHF | 1,04 CHF | 415 000 | 415 000 | 143 707 | 143 707 | 144 299 CHF | 145 739 CHF | 98,65% | 98,65% |
11/11/2024 | 1,13% | 0,94 CHF | 0,95 CHF | 395 000 | 395 000 | 142 396 | 142 396 | 130 553 CHF | 131 979 CHF | 99,25% | 99,25% |
08/11/2024 | 1,18% | 0,85 CHF | 0,86 CHF | 380 000 | 380 000 | 138 597 | 138 597 | 119 332 CHF | 120 721 CHF | 99,69% | 99,69% |
07/11/2024 | 1,20% | 0,85 CHF | 0,86 CHF | 380 000 | 380 000 | 140 170 | 140 170 | 119 630 CHF | 121 037 CHF | 99,62% | 99,62% |