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 | 1,14% | 0,90 CHF | 0,91 CHF | 305 000 | 305 000 | 299 946 | 299 946 | 262 538 CHF | 265 537 CHF | 100,00% | 100,00% |
19/11/2024 | 1,13% | 0,89 CHF | 0,90 CHF | 300 000 | 300 000 | 300 113 | 300 113 | 265 053 CHF | 268 054 CHF | 99,34% | 99,34% |
18/11/2024 | 1,34% | 0,77 CHF | 0,78 CHF | 290 000 | 290 000 | 288 154 | 288 154 | 213 917 CHF | 216 799 CHF | 100,00% | 100,00% |
15/11/2024 | 1,42% | 0,70 CHF | 0,71 CHF | 285 000 | 285 000 | 283 482 | 283 482 | 197 809 CHF | 200 644 CHF | 100,00% | 100,00% |
14/11/2024 | 1,56% | 0,69 CHF | 0,70 CHF | 285 000 | 285 000 | 278 059 | 278 059 | 177 126 CHF | 179 906 CHF | 99,39% | 99,39% |
13/11/2024 | 1,14% | 0,86 CHF | 0,87 CHF | 300 000 | 300 000 | 297 584 | 297 584 | 258 691 CHF | 261 666 CHF | 100,00% | 100,00% |
12/11/2024 | 1,24% | 0,88 CHF | 0,89 CHF | 300 000 | 300 000 | 291 925 | 291 925 | 234 078 CHF | 236 998 CHF | 99,28% | 99,28% |
11/11/2024 | 1,38% | 0,73 CHF | 0,74 CHF | 285 000 | 285 000 | 283 825 | 283 825 | 203 897 CHF | 206 736 CHF | 100,00% | 100,00% |
08/11/2024 | 1,31% | 0,78 CHF | 0,79 CHF | 290 000 | 290 000 | 287 692 | 287 692 | 218 608 CHF | 221 485 CHF | 98,96% | 98,96% |