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 | 1,28% | 0,77 CHF | 0,78 CHF | 129 800 | 129 800 | 57 961 | 57 961 | 45 510 CHF | 46 091 CHF | 99,90% | 99,90% |
19/11/2024 | 1,64% | 0,84 CHF | 0,85 CHF | 121 700 | 121 700 | 50 282 | 50 282 | 42 472 CHF | 43 087 CHF | 100,00% | 100,00% |
18/11/2024 | 1,26% | 0,84 CHF | 0,85 CHF | 125 900 | 125 900 | 57 353 | 57 353 | 46 494 CHF | 47 069 CHF | 99,90% | 99,90% |
15/11/2024 | 1,24% | 0,83 CHF | 0,84 CHF | 124 900 | 124 900 | 51 054 | 51 054 | 42 525 CHF | 43 037 CHF | 100,00% | 100,00% |
14/11/2024 | 1,21% | 0,83 CHF | 0,84 CHF | 122 700 | 122 700 | 54 756 | 54 756 | 45 717 CHF | 46 265 CHF | 100,00% | 100,00% |
13/11/2024 | 1,42% | 0,80 CHF | 0,81 CHF | 129 100 | 129 100 | 58 051 | 58 051 | 44 941 CHF | 45 549 CHF | 98,70% | 99,88% |
12/11/2024 | 1,21% | 0,79 CHF | 0,80 CHF | 123 200 | 123 200 | 54 116 | 54 116 | 45 266 CHF | 45 808 CHF | 100,00% | 100,00% |
11/11/2024 | 3,63% | 0,86 CHF | 0,87 CHF | 130 300 | 130 300 | 32 695 | 32 695 | 26 659 CHF | 27 532 CHF | 99,56% | 99,56% |
08/11/2024 | 1,42% | 0,75 CHF | 0,76 CHF | 142 000 | 142 000 | 64 445 | 64 445 | 46 705 CHF | 47 350 CHF | 98,81% | 98,81% |
07/11/2024 | 1,41% | 0,72 CHF | 0,73 CHF | 145 100 | 145 100 | 64 201 | 64 201 | 46 288 CHF | 46 931 CHF | 100,00% | 100,00% |