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 | 1,60% | 0,62 CHF | 0,63 CHF | 375 000 | 375 000 | 168 279 | 168 279 | 106 479 CHF | 108 166 CHF | 99,90% | 99,90% |
19/11/2024 | 1,62% | 0,64 CHF | 0,65 CHF | 380 000 | 380 000 | 168 486 | 168 486 | 106 172 CHF | 107 860 CHF | 100,00% | 100,00% |
18/11/2024 | 1,70% | 0,61 CHF | 0,62 CHF | 375 000 | 375 000 | 162 407 | 162 407 | 96 921 CHF | 98 548 CHF | 99,63% | 99,63% |
15/11/2024 | 1,49% | 0,62 CHF | 0,63 CHF | 375 000 | 375 000 | 123 893 | 123 893 | 80 523 CHF | 81 765 CHF | 98,89% | 98,89% |
14/11/2024 | 2,49% | 0,66 CHF | 0,67 CHF | 380 000 | 380 000 | 127 411 | 127 411 | 85 534 CHF | 86 970 CHF | 95,14% | 95,14% |
13/11/2024 | 1,23% | 0,82 CHF | 0,83 CHF | 420 000 | 420 000 | 187 529 | 187 529 | 155 140 CHF | 157 019 CHF | 99,78% | 99,78% |
12/11/2024 | 1,21% | 0,84 CHF | 0,85 CHF | 425 000 | 425 000 | 188 500 | 188 500 | 157 604 CHF | 159 492 CHF | 100,00% | 100,00% |
11/11/2024 | 1,20% | 0,84 CHF | 0,85 CHF | 425 000 | 425 000 | 190 879 | 190 879 | 161 330 CHF | 163 243 CHF | 99,90% | 99,90% |
08/11/2024 | 1,19% | 0,86 CHF | 0,87 CHF | 435 000 | 435 000 | 194 318 | 194 318 | 166 763 CHF | 168 710 CHF | 100,00% | 100,00% |
07/11/2024 | 1,18% | 0,85 CHF | 0,86 CHF | 435 000 | 435 000 | 193 441 | 193 441 | 165 306 CHF | 167 244 CHF | 99,85% | 99,85% |