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 | 1,11% | 0,86 CHF | 0,87 CHF | 144 700 | 144 700 | 144 700 | 144 700 | 130 060 CHF | 131 507 CHF | 100,00% | 100,00% |
19/11/2024 | 1,12% | 0,88 CHF | 0,89 CHF | 136 000 | 136 000 | 136 000 | 136 000 | 120 857 CHF | 122 217 CHF | 99,86% | 99,86% |
18/11/2024 | 1,04% | 0,94 CHF | 0,95 CHF | 129 700 | 129 700 | 128 442 | 128 442 | 122 831 CHF | 124 116 CHF | 100,00% | 100,00% |
15/11/2024 | 0,98% | 0,98 CHF | 0,99 CHF | 111 200 | 111 200 | 111 422 | 111 422 | 113 409 CHF | 114 523 CHF | 100,00% | 100,00% |
14/11/2024 | 0,87% | 1,17 CHF | 1,18 CHF | 108 000 | 108 000 | 108 000 | 108 000 | 123 170 CHF | 124 250 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 1,19 CHF | 1,20 CHF | 109 200 | 109 200 | 107 095 | 107 095 | 129 811 CHF | 130 882 CHF | 100,00% | 100,00% |
12/11/2024 | 0,83% | 1,18 CHF | 1,19 CHF | 102 900 | 102 900 | 101 269 | 101 269 | 121 490 CHF | 122 503 CHF | 99,89% | 99,89% |
11/11/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 103 800 | 103 800 | 103 800 | 103 800 | 132 907 CHF | 133 945 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 1,20 CHF | 1,21 CHF | 101 900 | 101 900 | 99 795 | 99 795 | 122 217 CHF | 123 215 CHF | 98,91% | 98,91% |
07/11/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 101 400 | 101 400 | 101 400 | 101 400 | 130 468 CHF | 131 482 CHF | 100,00% | 100,00% |