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 | 1,46% | 0,80 CHF | 0,81 CHF | 167 000 | 167 000 | 86 478 | 86 478 | 62 009 CHF | 62 877 CHF | 99,90% | 99,90% |
19/11/2024 | 1,28% | 0,68 CHF | 0,69 CHF | 164 000 | 164 000 | 88 206 | 88 206 | 68 795 CHF | 69 678 CHF | 99,55% | 99,55% |
18/11/2024 | 1,48% | 0,67 CHF | 0,68 CHF | 164 000 | 164 000 | 86 664 | 86 664 | 59 612 CHF | 60 482 CHF | 98,72% | 98,72% |
15/11/2024 | 0,72% | 1,23 CHF | 1,24 CHF | 177 000 | 177 000 | 94 426 | 94 426 | 130 166 CHF | 131 112 CHF | 99,46% | 99,46% |
14/11/2024 | 1,03% | 1,23 CHF | 1,24 CHF | 177 000 | 177 000 | 90 849 | 90 849 | 94 734 CHF | 95 644 CHF | 98,84% | 98,84% |
13/11/2024 | 1,23% | 0,96 CHF | 0,97 CHF | 174 000 | 174 000 | 89 028 | 89 028 | 75 517 CHF | 76 410 CHF | 99,34% | 99,34% |
12/11/2024 | 2,20% | 0,76 CHF | 0,77 CHF | 167 000 | 167 000 | 83 134 | 83 134 | 55 264 CHF | 56 125 CHF | 96,68% | 96,68% |
11/11/2024 | 1,48% | 0,46 CHF | 0,47 CHF | 160 000 | 160 000 | 87 500 | 87 500 | 59 160 CHF | 60 037 CHF | 99,30% | 99,30% |
08/11/2024 | 0,62% | 1,29 CHF | 1,30 CHF | 180 000 | 180 000 | 96 363 | 96 363 | 154 575 CHF | 155 541 CHF | 100,00% | 100,00% |
07/11/2024 | 0,51% | 1,74 CHF | 1,75 CHF | 194 000 | 194 000 | 103 645 | 103 645 | 202 496 CHF | 203 535 CHF | 99,77% | 99,77% |