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 | 1,33% | 0,76 CHF | 0,77 CHF | 485 000 | 485 000 | 216 778 | 216 778 | 165 208 CHF | 167 380 CHF | 99,90% | 99,90% |
19/11/2024 | 1,34% | 0,76 CHF | 0,77 CHF | 490 000 | 490 000 | 217 127 | 217 127 | 163 806 CHF | 165 982 CHF | 100,00% | 100,00% |
18/11/2024 | 1,38% | 0,74 CHF | 0,75 CHF | 480 000 | 480 000 | 212 797 | 212 797 | 156 876 CHF | 159 008 CHF | 99,90% | 99,90% |
15/11/2024 | 1,54% | 0,75 CHF | 0,76 CHF | 480 000 | 480 000 | 181 729 | 181 729 | 131 754 CHF | 133 602 CHF | 98,12% | 98,12% |
14/11/2024 | 1,44% | 0,70 CHF | 0,71 CHF | 465 000 | 465 000 | 206 295 | 206 295 | 144 772 CHF | 146 840 CHF | 100,00% | 100,00% |
13/11/2024 | 1,53% | 0,68 CHF | 0,69 CHF | 465 000 | 465 000 | 202 646 | 202 646 | 135 378 CHF | 137 408 CHF | 100,00% | 100,00% |
12/11/2024 | 1,53% | 0,68 CHF | 0,69 CHF | 465 000 | 465 000 | 205 075 | 205 075 | 136 389 CHF | 138 443 CHF | 99,91% | 99,91% |
11/11/2024 | 2,14% | 0,61 CHF | 0,62 CHF | 445 000 | 445 000 | 187 703 | 187 703 | 112 773 CHF | 114 809 CHF | 99,90% | 99,90% |
08/11/2024 | 1,80% | 0,63 CHF | 0,64 CHF | 455 000 | 455 000 | 197 634 | 197 634 | 119 202 CHF | 121 218 CHF | 99,20% | 99,20% |
07/11/2024 | 1,85% | 0,53 CHF | 0,54 CHF | 430 000 | 430 000 | 192 779 | 192 779 | 104 240 CHF | 106 173 CHF | 100,00% | 100,00% |