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 | 1,78% | 0,86 CHF | 0,87 CHF | 121 500 | 121 500 | 54 117 | 54 117 | 46 859 CHF | 47 562 CHF | 99,39% | 99,39% |
19/11/2024 | 1,20% | 0,83 CHF | 0,84 CHF | 121 100 | 121 100 | 100 998 | 100 998 | 83 906 CHF | 84 916 CHF | 12,75% | 12,75% |
18/11/2024 | 2,06% | 0,86 CHF | 0,87 CHF | 89 400 | 89 400 | 39 834 | 39 834 | 34 362 CHF | 34 965 CHF | 99,73% | 99,73% |
15/11/2024 | 1,85% | 0,87 CHF | 0,88 CHF | 91 700 | 91 700 | 41 337 | 41 337 | 34 780 CHF | 35 318 CHF | 99,90% | 99,90% |
14/11/2024 | 2,00% | 0,88 CHF | 0,89 CHF | 88 700 | 88 700 | 39 653 | 39 653 | 35 140 CHF | 35 737 CHF | 98,55% | 98,55% |
13/11/2024 | 2,03% | 0,90 CHF | 0,91 CHF | 88 100 | 88 100 | 39 346 | 39 346 | 34 759 CHF | 35 355 CHF | 100,00% | 100,00% |
12/11/2024 | 1,94% | 0,91 CHF | 0,92 CHF | 85 100 | 85 100 | 38 018 | 38 018 | 34 842 CHF | 35 417 CHF | 99,88% | 99,88% |
11/11/2024 | 1,98% | 0,93 CHF | 0,94 CHF | 89 300 | 89 300 | 39 852 | 39 852 | 36 414 CHF | 37 018 CHF | 99,89% | 99,89% |
08/11/2024 | 1,84% | 0,87 CHF | 0,88 CHF | 93 100 | 93 100 | 41 902 | 41 902 | 35 409 CHF | 35 952 CHF | 99,05% | 99,05% |
07/11/2024 | 2,03% | 0,85 CHF | 0,86 CHF | 89 300 | 89 300 | 39 588 | 39 588 | 34 248 CHF | 34 846 CHF | 100,00% | 100,00% |