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 | 1,21% | 0,84 CHF | 0,85 CHF | 485 000 | 485 000 | 216 775 | 216 775 | 181 819 CHF | 183 991 CHF | 99,90% | 99,90% |
19/11/2024 | 1,22% | 0,83 CHF | 0,84 CHF | 490 000 | 490 000 | 217 121 | 217 121 | 180 198 CHF | 182 373 CHF | 100,00% | 100,00% |
18/11/2024 | 1,25% | 0,81 CHF | 0,82 CHF | 480 000 | 480 000 | 212 792 | 212 792 | 172 866 CHF | 174 997 CHF | 99,90% | 99,90% |
15/11/2024 | 1,39% | 0,83 CHF | 0,84 CHF | 480 000 | 480 000 | 182 113 | 182 113 | 145 878 CHF | 147 730 CHF | 98,39% | 98,39% |
14/11/2024 | 1,30% | 0,78 CHF | 0,79 CHF | 465 000 | 465 000 | 206 283 | 206 283 | 160 586 CHF | 162 653 CHF | 100,00% | 100,00% |
13/11/2024 | 1,37% | 0,76 CHF | 0,77 CHF | 465 000 | 465 000 | 202 653 | 202 653 | 150 964 CHF | 152 995 CHF | 100,00% | 100,00% |
12/11/2024 | 1,37% | 0,75 CHF | 0,76 CHF | 465 000 | 465 000 | 205 001 | 205 001 | 151 615 CHF | 153 668 CHF | 100,00% | 100,00% |
11/11/2024 | 1,91% | 0,69 CHF | 0,70 CHF | 445 000 | 445 000 | 187 702 | 187 702 | 126 787 CHF | 128 823 CHF | 99,89% | 99,89% |
08/11/2024 | 1,60% | 0,71 CHF | 0,72 CHF | 455 000 | 455 000 | 197 637 | 197 637 | 134 197 CHF | 136 213 CHF | 99,18% | 99,18% |
07/11/2024 | 1,63% | 0,61 CHF | 0,62 CHF | 430 000 | 430 000 | 192 778 | 192 778 | 118 735 CHF | 120 667 CHF | 100,00% | 100,00% |