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 | 1,04% | 0,87 CHF | 0,88 CHF | 159 200 | 159 200 | 159 200 | 159 200 | 152 684 CHF | 154 276 CHF | 99,93% | 99,93% |
19/11/2024 | 1,19% | 0,88 CHF | 0,89 CHF | 128 700 | 128 700 | 128 700 | 128 700 | 109 152 CHF | 110 439 CHF | 100,00% | 100,00% |
18/11/2024 | 0,82% | 1,23 CHF | 1,24 CHF | 129 100 | 129 100 | 129 100 | 129 100 | 156 191 CHF | 157 482 CHF | 100,00% | 100,00% |
15/11/2024 | 0,85% | 1,14 CHF | 1,15 CHF | 138 000 | 138 000 | 138 000 | 138 000 | 161 426 CHF | 162 806 CHF | 100,00% | 100,00% |
14/11/2024 | 0,99% | 1,10 CHF | 1,11 CHF | 164 800 | 164 800 | 164 800 | 164 800 | 166 762 CHF | 168 410 CHF | 100,00% | 100,00% |
13/11/2024 | 1,07% | 0,87 CHF | 0,88 CHF | 160 800 | 160 800 | 160 800 | 160 800 | 150 462 CHF | 152 070 CHF | 100,00% | 100,00% |
12/11/2024 | 0,92% | 0,91 CHF | 0,92 CHF | 122 700 | 122 700 | 122 700 | 122 700 | 133 101 CHF | 134 328 CHF | 100,00% | 100,00% |
11/11/2024 | 0,84% | 1,23 CHF | 1,24 CHF | 142 800 | 142 800 | 142 800 | 142 800 | 170 171 CHF | 171 599 CHF | 100,00% | 100,00% |
08/11/2024 | 0,94% | 1,03 CHF | 1,04 CHF | 128 200 | 128 200 | 128 200 | 128 200 | 135 774 CHF | 137 056 CHF | 100,00% | 100,00% |
07/11/2024 | 0,78% | 1,21 CHF | 1,22 CHF | 127 900 | 127 900 | 127 900 | 127 900 | 162 641 CHF | 163 920 CHF | 99,67% | 99,67% |