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 | 1,58% | 0,64 CHF | 0,65 CHF | 87 000 | 87 000 | 86 757 | 86 757 | 54 961 CHF | 55 829 CHF | 100,00% | 100,00% |
19/11/2024 | 1,56% | 0,64 CHF | 0,65 CHF | 87 600 | 87 600 | 86 250 | 86 250 | 55 560 CHF | 56 423 CHF | 98,89% | 98,89% |
18/11/2024 | 1,51% | 0,67 CHF | 0,68 CHF | 85 800 | 85 800 | 85 503 | 85 503 | 56 767 CHF | 57 622 CHF | 100,00% | 100,00% |
15/11/2024 | 1,47% | 0,69 CHF | 0,70 CHF | 85 000 | 85 000 | 86 073 | 86 073 | 58 020 CHF | 58 881 CHF | 71,72% | 71,72% |
14/11/2024 | 1,53% | 0,67 CHF | 0,68 CHF | 86 400 | 86 400 | 85 953 | 85 953 | 56 416 CHF | 57 276 CHF | 100,00% | 100,00% |
13/11/2024 | 1,52% | 0,66 CHF | 0,67 CHF | 86 600 | 86 600 | 85 851 | 85 851 | 56 678 CHF | 57 538 CHF | 99,19% | 99,19% |
12/11/2024 | 1,51% | 0,64 CHF | 0,65 CHF | 87 400 | 87 400 | 85 438 | 85 438 | 56 779 CHF | 57 635 CHF | 100,00% | 100,00% |
11/11/2024 | 1,42% | 0,71 CHF | 0,72 CHF | 84 300 | 84 300 | 83 612 | 83 612 | 58 867 CHF | 59 704 CHF | 100,00% | 100,00% |
08/11/2024 | 1,44% | 0,69 CHF | 0,70 CHF | 85 100 | 85 100 | 84 101 | 84 101 | 58 685 CHF | 59 527 CHF | 100,00% | 100,00% |
07/11/2024 | 1,36% | 0,74 CHF | 0,75 CHF | 83 300 | 83 300 | 82 487 | 82 487 | 60 973 CHF | 61 799 CHF | 100,00% | 100,00% |