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 | 1,31% | 0,73 CHF | 0,74 CHF | 77 700 | 77 700 | 76 650 | 76 650 | 58 923 CHF | 59 691 CHF | 100,00% | 100,00% |
19/11/2024 | 1,32% | 0,75 CHF | 0,76 CHF | 77 640 | 77 640 | 76 724 | 76 724 | 58 263 CHF | 59 031 CHF | 98,87% | 98,87% |
18/11/2024 | 1,22% | 0,81 CHF | 0,82 CHF | 77 010 | 77 010 | 76 037 | 76 037 | 62 412 CHF | 63 173 CHF | 100,00% | 100,00% |
15/11/2024 | 1,14% | 0,85 CHF | 0,86 CHF | 76 330 | 76 330 | 76 151 | 76 151 | 66 704 CHF | 67 465 CHF | 72,06% | 72,06% |
14/11/2024 | 1,04% | 0,99 CHF | 1,00 CHF | 74 550 | 74 550 | 73 982 | 73 982 | 71 669 CHF | 72 409 CHF | 100,00% | 100,00% |
13/11/2024 | 0,98% | 1,01 CHF | 1,02 CHF | 74 020 | 74 020 | 73 246 | 73 246 | 74 966 CHF | 75 700 CHF | 98,58% | 98,58% |
12/11/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 74 230 | 74 230 | 73 338 | 73 338 | 74 361 CHF | 75 095 CHF | 99,69% | 99,69% |
11/11/2024 | 0,94% | 1,07 CHF | 1,08 CHF | 73 300 | 73 300 | 72 653 | 72 653 | 77 835 CHF | 78 562 CHF | 100,00% | 100,00% |
08/11/2024 | 0,98% | 1,01 CHF | 1,02 CHF | 74 260 | 74 260 | 73 385 | 73 385 | 75 612 CHF | 76 347 CHF | 100,00% | 100,00% |
07/11/2024 | 0,94% | 1,09 CHF | 1,10 CHF | 73 540 | 73 540 | 73 077 | 73 077 | 78 542 CHF | 79 274 CHF | 100,00% | 100,00% |