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 | 1,13% | 0,82 CHF | 0,83 CHF | 81 200 | 81 200 | 81 200 | 81 200 | 71 385 CHF | 72 197 CHF | 99,43% | 99,43% |
19/11/2024 | 1,29% | 0,80 CHF | 0,81 CHF | 78 500 | 78 500 | 78 500 | 78 500 | 60 594 CHF | 61 379 CHF | 100,00% | 100,00% |
18/11/2024 | 1,20% | 0,85 CHF | 0,86 CHF | 82 100 | 82 100 | 82 100 | 82 100 | 67 955 CHF | 68 776 CHF | 99,88% | 99,88% |
15/11/2024 | 1,23% | 0,80 CHF | 0,81 CHF | 77 800 | 77 800 | 77 800 | 77 800 | 62 838 CHF | 63 616 CHF | 100,00% | 100,00% |
14/11/2024 | 1,19% | 0,87 CHF | 0,88 CHF | 81 800 | 81 800 | 81 800 | 81 800 | 68 349 CHF | 69 167 CHF | 98,58% | 98,58% |
13/11/2024 | 1,23% | 0,80 CHF | 0,81 CHF | 78 100 | 78 100 | 78 099 | 78 099 | 62 965 CHF | 63 746 CHF | 99,84% | 99,84% |
12/11/2024 | 1,09% | 0,85 CHF | 0,86 CHF | 69 800 | 69 800 | 69 579 | 69 579 | 63 621 CHF | 64 316 CHF | 99,88% | 99,88% |
11/11/2024 | 1,05% | 0,99 CHF | 1,00 CHF | 73 400 | 73 400 | 76 350 | 76 350 | 72 680 CHF | 73 444 CHF | 100,00% | 100,00% |
08/11/2024 | 1,12% | 0,87 CHF | 0,88 CHF | 65 900 | 65 900 | 65 890 | 65 890 | 58 383 CHF | 59 042 CHF | 98,30% | 98,30% |
07/11/2024 | 0,93% | 1,05 CHF | 1,06 CHF | 62 300 | 62 300 | 62 300 | 62 300 | 66 740 CHF | 67 363 CHF | 100,00% | 100,00% |