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 | 1,47% | 0,69 CHF | 0,70 CHF | 280 300 | 280 300 | 124 884 | 124 884 | 86 554 CHF | 87 806 CHF | 99,90% | 99,90% |
19/11/2024 | 1,42% | 0,68 CHF | 0,69 CHF | 272 100 | 272 100 | 119 796 | 119 796 | 84 475 CHF | 85 676 CHF | 100,00% | 100,00% |
18/11/2024 | 1,43% | 0,70 CHF | 0,71 CHF | 274 600 | 274 600 | 122 388 | 122 388 | 86 943 CHF | 88 169 CHF | 99,90% | 99,90% |
15/11/2024 | 1,40% | 0,74 CHF | 0,75 CHF | 262 100 | 262 100 | 116 823 | 116 823 | 85 761 CHF | 86 934 CHF | 99,99% | 99,99% |
14/11/2024 | 1,35% | 0,75 CHF | 0,76 CHF | 262 100 | 262 100 | 116 776 | 116 776 | 87 652 CHF | 88 822 CHF | 99,35% | 99,35% |
13/11/2024 | 1,43% | 0,70 CHF | 0,71 CHF | 273 100 | 273 100 | 121 185 | 121 185 | 84 978 CHF | 86 192 CHF | 100,00% | 100,00% |
12/11/2024 | 1,43% | 0,70 CHF | 0,71 CHF | 272 100 | 272 100 | 120 859 | 120 859 | 86 078 CHF | 87 289 CHF | 100,00% | 100,00% |
11/11/2024 | 1,40% | 0,71 CHF | 0,72 CHF | 267 400 | 267 400 | 118 366 | 118 366 | 85 474 CHF | 86 660 CHF | 99,87% | 99,87% |
08/11/2024 | 1,42% | 0,70 CHF | 0,71 CHF | 267 000 | 267 000 | 118 524 | 118 524 | 84 095 CHF | 85 283 CHF | 100,00% | 100,00% |
07/11/2024 | 1,39% | 0,70 CHF | 0,71 CHF | 271 700 | 271 700 | 119 598 | 119 598 | 85 723 CHF | 86 921 CHF | 100,00% | 100,00% |