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 | 1,25% | 0,79 CHF | 0,80 CHF | 219 000 | 219 000 | 95 998 | 95 998 | 77 483 CHF | 78 445 CHF | 99,90% | 99,90% |
19/11/2024 | 1,29% | 0,80 CHF | 0,81 CHF | 219 000 | 219 000 | 97 892 | 97 892 | 76 966 CHF | 77 947 CHF | 99,85% | 99,85% |
18/11/2024 | 1,27% | 0,80 CHF | 0,81 CHF | 219 000 | 219 000 | 97 621 | 97 621 | 77 895 CHF | 78 873 CHF | 99,90% | 99,90% |
15/11/2024 | 1,17% | 0,82 CHF | 0,83 CHF | 209 000 | 209 000 | 92 199 | 92 199 | 77 755 CHF | 78 679 CHF | 99,90% | 99,90% |
14/11/2024 | 1,05% | 0,95 CHF | 0,96 CHF | 200 000 | 200 000 | 89 171 | 89 171 | 85 884 CHF | 86 777 CHF | 100,00% | 100,00% |
13/11/2024 | 1,10% | 0,92 CHF | 0,93 CHF | 209 000 | 209 000 | 93 685 | 93 685 | 86 007 CHF | 86 945 CHF | 100,00% | 100,00% |
12/11/2024 | 1,10% | 0,91 CHF | 0,92 CHF | 209 000 | 209 000 | 93 432 | 93 432 | 86 040 CHF | 86 976 CHF | 99,87% | 99,87% |
11/11/2024 | 1,06% | 0,93 CHF | 0,94 CHF | 200 000 | 200 000 | 89 180 | 89 180 | 85 434 CHF | 86 327 CHF | 99,90% | 99,90% |
08/11/2024 | 1,03% | 0,96 CHF | 0,97 CHF | 200 000 | 200 000 | 89 662 | 89 662 | 88 339 CHF | 89 237 CHF | 98,88% | 98,88% |
07/11/2024 | 1,02% | 1,00 CHF | 1,01 CHF | 200 000 | 200 000 | 89 142 | 89 142 | 89 065 CHF | 89 958 CHF | 99,90% | 99,90% |