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 | 1,87% | 1,00 CHF | 1,01 CHF | 169 000 | 169 000 | 66 077 | 66 077 | 64 398 CHF | 65 352 CHF | 99,82% | 99,82% |
19/11/2024 | 2,95% | 0,89 CHF | 0,90 CHF | 189 000 | 189 000 | 51 988 | 51 988 | 45 160 CHF | 45 758 CHF | 99,92% | 99,92% |
18/11/2024 | 1,63% | 0,87 CHF | 0,88 CHF | 161 700 | 161 700 | 59 570 | 59 570 | 55 094 CHF | 55 814 CHF | 99,90% | 99,90% |
15/11/2024 | 1,12% | 0,91 CHF | 0,92 CHF | 181 400 | 181 400 | 68 239 | 68 239 | 62 141 CHF | 62 824 CHF | 99,52% | 99,52% |
14/11/2024 | 1,76% | 0,88 CHF | 0,89 CHF | 180 300 | 180 300 | 71 259 | 71 259 | 62 246 CHF | 63 148 CHF | 100,00% | 100,00% |
13/11/2024 | 1,27% | 0,86 CHF | 0,87 CHF | 211 300 | 211 300 | 78 702 | 78 702 | 64 035 CHF | 64 824 CHF | 100,00% | 100,00% |
12/11/2024 | 2,43% | 0,78 CHF | 0,79 CHF | 219 900 | 219 900 | 53 344 | 53 344 | 40 387 CHF | 40 993 CHF | 99,95% | 99,95% |
11/11/2024 | 3,06% | 0,71 CHF | 0,72 CHF | 235 200 | 235 200 | 64 767 | 64 767 | 44 900 CHF | 45 613 CHF | 99,87% | 99,87% |
08/11/2024 | 1,43% | 0,68 CHF | 0,69 CHF | 220 700 | 220 700 | 88 675 | 88 675 | 62 166 CHF | 63 054 CHF | 100,00% | 100,00% |
07/11/2024 | 1,43% | 0,70 CHF | 0,71 CHF | 214 500 | 214 500 | 83 406 | 83 406 | 59 872 CHF | 60 711 CHF | 99,87% | 99,87% |