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 | 1,32% | 0,75 CHF | 0,76 CHF | 130 000 | 130 000 | 71 271 | 71 271 | 54 743 CHF | 55 457 CHF | 99,90% | 99,90% |
19/11/2024 | 1,30% | 0,77 CHF | 0,78 CHF | 130 000 | 130 000 | 71 490 | 71 490 | 55 863 CHF | 56 580 CHF | 98,91% | 98,91% |
18/11/2024 | 1,23% | 0,82 CHF | 0,83 CHF | 130 000 | 130 000 | 71 234 | 71 234 | 58 833 CHF | 59 548 CHF | 99,59% | 99,59% |
15/11/2024 | 1,21% | 0,85 CHF | 0,86 CHF | 130 000 | 130 000 | 71 161 | 71 161 | 59 992 CHF | 60 707 CHF | 99,89% | 99,89% |
14/11/2024 | 1,17% | 0,84 CHF | 0,85 CHF | 130 000 | 130 000 | 72 504 | 72 504 | 62 313 CHF | 63 039 CHF | 98,90% | 98,90% |
13/11/2024 | 1,24% | 0,84 CHF | 0,85 CHF | 130 000 | 130 000 | 71 366 | 71 366 | 58 604 CHF | 59 319 CHF | 100,00% | 100,00% |
12/11/2024 | 1,25% | 0,82 CHF | 0,83 CHF | 130 000 | 130 000 | 66 537 | 66 537 | 54 400 CHF | 55 068 CHF | 100,00% | 100,00% |
11/11/2024 | 1,39% | 0,79 CHF | 0,80 CHF | 130 000 | 130 000 | 70 815 | 70 815 | 53 243 CHF | 53 958 CHF | 99,93% | 99,93% |
08/11/2024 | 2,64% | 0,71 CHF | 0,72 CHF | 130 000 | 130 000 | 49 054 | 49 054 | 34 722 CHF | 35 260 CHF | 100,00% | 100,00% |
07/11/2024 | 1,44% | 0,69 CHF | 0,70 CHF | 120 000 | 120 000 | 57 280 | 57 280 | 40 391 CHF | 40 965 CHF | 98,68% | 98,68% |