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 | 1,52% | 0,69 CHF | 0,70 CHF | 182 000 | 182 000 | 80 640 | 80 640 | 54 196 CHF | 55 004 CHF | 99,90% | 99,90% |
19/11/2024 | 1,46% | 0,70 CHF | 0,71 CHF | 184 000 | 184 000 | 81 850 | 81 850 | 56 953 CHF | 57 773 CHF | 100,00% | 100,00% |
18/11/2024 | 1,45% | 0,69 CHF | 0,70 CHF | 182 000 | 182 000 | 81 461 | 81 461 | 56 987 CHF | 57 803 CHF | 99,90% | 99,90% |
15/11/2024 | 1,50% | 0,71 CHF | 0,72 CHF | 182 000 | 182 000 | 80 592 | 80 592 | 55 243 CHF | 56 051 CHF | 99,90% | 99,90% |
14/11/2024 | 1,55% | 0,67 CHF | 0,68 CHF | 180 000 | 180 000 | 80 149 | 80 149 | 52 699 CHF | 53 502 CHF | 100,00% | 100,00% |
13/11/2024 | 1,58% | 0,65 CHF | 0,66 CHF | 180 000 | 180 000 | 80 288 | 80 288 | 51 727 CHF | 52 532 CHF | 100,00% | 100,00% |
12/11/2024 | 1,62% | 0,63 CHF | 0,64 CHF | 178 000 | 178 000 | 79 881 | 79 881 | 49 985 CHF | 50 785 CHF | 99,85% | 99,85% |
11/11/2024 | 1,67% | 0,62 CHF | 0,63 CHF | 178 000 | 178 000 | 79 821 | 79 821 | 48 622 CHF | 49 422 CHF | 99,57% | 99,57% |
08/11/2024 | 1,68% | 0,60 CHF | 0,61 CHF | 178 000 | 178 000 | 80 246 | 80 246 | 48 322 CHF | 49 126 CHF | 99,19% | 99,19% |
07/11/2024 | 1,68% | 0,61 CHF | 0,62 CHF | 180 000 | 180 000 | 80 089 | 80 089 | 48 198 CHF | 49 001 CHF | 99,89% | 99,89% |