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 | 1,58% | 0,63 CHF | 0,64 CHF | 375 000 | 375 000 | 168 285 | 168 285 | 108 329 CHF | 110 015 CHF | 99,90% | 99,90% |
19/11/2024 | 1,59% | 0,65 CHF | 0,66 CHF | 380 000 | 380 000 | 168 483 | 168 483 | 108 097 CHF | 109 785 CHF | 100,00% | 100,00% |
18/11/2024 | 1,66% | 0,62 CHF | 0,63 CHF | 375 000 | 375 000 | 162 398 | 162 398 | 98 840 CHF | 100 467 CHF | 99,63% | 99,63% |
15/11/2024 | 1,47% | 0,63 CHF | 0,64 CHF | 375 000 | 375 000 | 123 890 | 123 890 | 82 006 CHF | 83 248 CHF | 98,89% | 98,89% |
14/11/2024 | 2,45% | 0,67 CHF | 0,68 CHF | 380 000 | 380 000 | 127 398 | 127 398 | 87 019 CHF | 88 455 CHF | 95,14% | 95,14% |
13/11/2024 | 1,21% | 0,83 CHF | 0,84 CHF | 420 000 | 420 000 | 187 523 | 187 523 | 157 445 CHF | 159 324 CHF | 99,78% | 99,78% |
12/11/2024 | 1,19% | 0,86 CHF | 0,87 CHF | 425 000 | 425 000 | 188 510 | 188 510 | 160 023 CHF | 161 912 CHF | 100,00% | 100,00% |
11/11/2024 | 1,18% | 0,85 CHF | 0,86 CHF | 425 000 | 425 000 | 190 859 | 190 859 | 163 898 CHF | 165 811 CHF | 99,90% | 99,90% |
08/11/2024 | 1,17% | 0,87 CHF | 0,88 CHF | 435 000 | 435 000 | 194 319 | 194 319 | 169 206 CHF | 171 152 CHF | 100,00% | 100,00% |
07/11/2024 | 1,17% | 0,86 CHF | 0,87 CHF | 435 000 | 435 000 | 193 439 | 193 439 | 167 524 CHF | 169 462 CHF | 99,85% | 99,85% |