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 | 1,24% | 0,79 CHF | 0,80 CHF | 98 500 | 98 500 | 97 725 | 97 725 | 78 536 CHF | 79 513 CHF | 99,44% | 99,44% |
19/11/2024 | 1,33% | 0,76 CHF | 0,77 CHF | 92 800 | 92 800 | 92 831 | 92 831 | 69 291 CHF | 70 220 CHF | 97,93% | 97,93% |
18/11/2024 | 1,12% | 0,87 CHF | 0,88 CHF | 89 000 | 89 000 | 88 460 | 88 460 | 78 247 CHF | 79 131 CHF | 99,88% | 99,88% |
15/11/2024 | 1,06% | 0,89 CHF | 0,90 CHF | 80 200 | 80 200 | 78 826 | 78 826 | 74 280 CHF | 75 068 CHF | 100,00% | 100,00% |
14/11/2024 | 1,06% | 1,00 CHF | 1,01 CHF | 84 600 | 84 600 | 85 507 | 85 507 | 80 392 CHF | 81 247 CHF | 98,52% | 98,52% |
13/11/2024 | 1,11% | 0,89 CHF | 0,90 CHF | 90 200 | 90 200 | 90 087 | 90 087 | 80 704 CHF | 81 605 CHF | 100,00% | 100,00% |
12/11/2024 | 1,10% | 0,85 CHF | 0,86 CHF | 86 600 | 86 600 | 85 416 | 85 416 | 77 225 CHF | 78 079 CHF | 99,88% | 99,88% |
11/11/2024 | 1,12% | 0,91 CHF | 0,92 CHF | 90 500 | 90 500 | 90 653 | 90 653 | 80 431 CHF | 81 338 CHF | 100,00% | 100,00% |
08/11/2024 | 1,18% | 0,85 CHF | 0,86 CHF | 91 500 | 91 500 | 91 523 | 91 523 | 77 086 CHF | 78 001 CHF | 99,05% | 99,05% |
07/11/2024 | 1,11% | 0,86 CHF | 0,87 CHF | 87 600 | 87 600 | 86 255 | 86 255 | 77 033 CHF | 77 896 CHF | 100,00% | 100,00% |