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 | 1,68% | 0,59 CHF | 0,60 CHF | 101 800 | 101 800 | 101 380 | 101 380 | 59 790 CHF | 60 804 CHF | 100,00% | 100,00% |
19/11/2024 | 1,65% | 0,60 CHF | 0,61 CHF | 100 800 | 100 800 | 100 385 | 100 385 | 60 218 CHF | 61 222 CHF | 99,88% | 99,88% |
18/11/2024 | 1,50% | 0,61 CHF | 0,62 CHF | 91 500 | 91 500 | 90 509 | 90 509 | 59 954 CHF | 60 859 CHF | 100,00% | 100,00% |
15/11/2024 | 1,35% | 0,71 CHF | 0,72 CHF | 79 500 | 79 500 | 79 172 | 79 172 | 58 194 CHF | 58 986 CHF | 100,00% | 100,00% |
14/11/2024 | 1,20% | 0,79 CHF | 0,80 CHF | 68 400 | 68 400 | 67 626 | 67 626 | 56 377 CHF | 57 053 CHF | 99,45% | 99,45% |
13/11/2024 | 1,10% | 0,93 CHF | 0,94 CHF | 66 400 | 66 400 | 66 126 | 66 126 | 59 847 CHF | 60 509 CHF | 100,00% | 100,00% |
12/11/2024 | 1,07% | 0,93 CHF | 0,94 CHF | 64 000 | 64 000 | 63 736 | 63 736 | 59 547 CHF | 60 185 CHF | 99,90% | 99,90% |
11/11/2024 | 1,02% | 0,98 CHF | 0,99 CHF | 66 300 | 66 300 | 66 027 | 66 027 | 64 639 CHF | 65 300 CHF | 100,00% | 100,00% |
08/11/2024 | 1,04% | 0,93 CHF | 0,94 CHF | 65 400 | 65 400 | 65 127 | 65 127 | 62 577 CHF | 63 228 CHF | 98,93% | 98,93% |
07/11/2024 | 1,02% | 0,96 CHF | 0,97 CHF | 68 500 | 68 500 | 68 218 | 68 218 | 66 862 CHF | 67 544 CHF | 100,00% | 100,00% |