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 | 1,01% | 0,98 CHF | 0,99 CHF | 196 400 | 196 400 | 88 081 | 88 081 | 89 185 CHF | 90 067 CHF | 99,90% | 99,90% |
19/11/2024 | 1,02% | 1,03 CHF | 1,04 CHF | 209 000 | 209 000 | 92 654 | 92 654 | 93 350 CHF | 94 278 CHF | 100,00% | 100,00% |
18/11/2024 | 1,08% | 0,96 CHF | 0,97 CHF | 220 600 | 220 600 | 95 458 | 95 458 | 89 995 CHF | 90 951 CHF | 99,63% | 99,63% |
15/11/2024 | 0,88% | 1,00 CHF | 1,01 CHF | 163 600 | 163 600 | 53 994 | 53 994 | 58 299 CHF | 58 840 CHF | 98,89% | 98,89% |
14/11/2024 | 1,50% | 1,07 CHF | 1,08 CHF | 117 300 | 117 300 | 39 322 | 39 322 | 43 764 CHF | 44 208 CHF | 95,14% | 95,14% |
13/11/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 118 800 | 118 800 | 53 051 | 53 051 | 88 537 CHF | 89 068 CHF | 99,78% | 99,78% |
12/11/2024 | 0,60% | 1,73 CHF | 1,74 CHF | 119 500 | 119 500 | 52 958 | 52 958 | 90 362 CHF | 90 893 CHF | 100,00% | 100,00% |
11/11/2024 | 0,58% | 1,73 CHF | 1,74 CHF | 108 800 | 108 800 | 48 856 | 48 856 | 85 673 CHF | 86 162 CHF | 99,90% | 99,90% |
08/11/2024 | 0,56% | 1,81 CHF | 1,82 CHF | 110 900 | 110 900 | 49 586 | 49 586 | 90 028 CHF | 90 524 CHF | 100,00% | 100,00% |
07/11/2024 | 0,57% | 1,79 CHF | 1,80 CHF | 110 800 | 110 800 | 49 224 | 49 224 | 88 129 CHF | 88 622 CHF | 99,85% | 99,85% |