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 | 1,25% | 0,89 CHF | 0,90 CHF | 246 600 | 246 600 | 86 263 | 86 263 | 72 682 CHF | 73 546 CHF | 99,78% | 99,78% |
19/11/2024 | 1,27% | 0,79 CHF | 0,80 CHF | 249 900 | 249 900 | 86 123 | 86 123 | 68 172 CHF | 69 034 CHF | 100,00% | 100,00% |
18/11/2024 | 1,22% | 0,82 CHF | 0,83 CHF | 244 000 | 244 000 | 83 971 | 83 971 | 69 563 CHF | 70 404 CHF | 99,91% | 99,91% |
15/11/2024 | 1,17% | 0,84 CHF | 0,85 CHF | 232 500 | 232 500 | 79 331 | 79 331 | 68 401 CHF | 69 195 CHF | 100,00% | 100,00% |
14/11/2024 | 1,16% | 0,93 CHF | 0,94 CHF | 234 200 | 234 200 | 79 451 | 79 451 | 70 880 CHF | 71 676 CHF | 100,00% | 100,00% |
13/11/2024 | 1,18% | 0,87 CHF | 0,88 CHF | 235 500 | 235 500 | 81 777 | 81 777 | 70 684 CHF | 71 503 CHF | 100,00% | 100,00% |
12/11/2024 | 1,12% | 0,88 CHF | 0,89 CHF | 213 100 | 213 100 | 73 726 | 73 726 | 65 733 CHF | 66 471 CHF | 100,00% | 100,00% |
11/11/2024 | 1,10% | 0,98 CHF | 0,99 CHF | 222 200 | 222 200 | 76 902 | 76 902 | 72 746 CHF | 73 516 CHF | 99,78% | 99,78% |
08/11/2024 | 2,23% | 0,96 CHF | 0,97 CHF | 161 500 | 161 500 | 44 730 | 44 730 | 40 745 CHF | 41 336 CHF | 99,21% | 99,21% |
07/11/2024 | - | 1,28 CHF | - CHF | 171 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,85% |