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 | 0,69% | 1,41 CHF | 1,42 CHF | 182 700 | 182 700 | 88 206 | 88 206 | 129 539 CHF | 130 423 CHF | 99,89% | 99,89% |
19/11/2024 | 0,70% | 1,44 CHF | 1,45 CHF | 184 400 | 184 400 | 89 599 | 89 599 | 129 867 CHF | 130 764 CHF | 100,00% | 100,00% |
18/11/2024 | 0,72% | 1,51 CHF | 1,52 CHF | 197 800 | 197 800 | 95 328 | 95 328 | 137 342 CHF | 138 296 CHF | 99,86% | 99,86% |
15/11/2024 | 0,71% | 1,36 CHF | 1,37 CHF | 184 800 | 184 800 | 88 973 | 88 973 | 126 736 CHF | 127 627 CHF | 99,77% | 99,77% |
14/11/2024 | 0,64% | 1,53 CHF | 1,54 CHF | 178 500 | 178 500 | 85 002 | 85 002 | 133 563 CHF | 134 414 CHF | 100,00% | 100,00% |
13/11/2024 | 0,60% | 1,64 CHF | 1,65 CHF | 159 800 | 159 800 | 76 988 | 76 988 | 130 701 CHF | 131 472 CHF | 100,00% | 100,00% |
12/11/2024 | 0,55% | 1,75 CHF | 1,76 CHF | 145 500 | 145 500 | 68 935 | 68 935 | 125 951 CHF | 126 641 CHF | 100,00% | 100,00% |
11/11/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 139 800 | 139 800 | 67 418 | 67 418 | 127 746 CHF | 128 421 CHF | 100,00% | 100,00% |
08/11/2024 | 0,51% | 1,99 CHF | 2,00 CHF | 134 500 | 134 500 | 63 794 | 63 794 | 127 695 CHF | 128 334 CHF | 99,85% | 99,85% |
07/11/2024 | 0,55% | 1,94 CHF | 1,95 CHF | 147 100 | 147 100 | 72 050 | 72 050 | 136 478 CHF | 137 202 CHF | 100,00% | 100,00% |