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 | 1,15% | 0,92 CHF | 0,93 CHF | 65 000 | 65 000 | 35 755 | 35 755 | 31 859 CHF | 32 218 CHF | 99,90% | 99,90% |
19/11/2024 | 1,19% | 0,87 CHF | 0,88 CHF | 65 000 | 65 000 | 35 868 | 35 868 | 30 803 CHF | 31 163 CHF | 98,91% | 98,91% |
18/11/2024 | 1,31% | 0,80 CHF | 0,81 CHF | 65 000 | 65 000 | 35 737 | 35 737 | 27 814 CHF | 28 173 CHF | 99,59% | 99,59% |
15/11/2024 | 1,35% | 0,73 CHF | 0,74 CHF | 65 000 | 65 000 | 35 701 | 35 701 | 26 781 CHF | 27 139 CHF | 99,89% | 99,89% |
14/11/2024 | 1,44% | 0,76 CHF | 0,77 CHF | 65 000 | 65 000 | 36 260 | 36 260 | 26 031 CHF | 26 394 CHF | 98,84% | 98,84% |
13/11/2024 | 1,29% | 0,75 CHF | 0,76 CHF | 65 000 | 65 000 | 35 806 | 35 806 | 27 986 CHF | 28 345 CHF | 100,00% | 100,00% |
12/11/2024 | 1,30% | 0,79 CHF | 0,80 CHF | 65 000 | 65 000 | 33 385 | 33 385 | 26 234 CHF | 26 570 CHF | 100,00% | 100,00% |
11/11/2024 | 1,11% | 0,84 CHF | 0,85 CHF | 65 000 | 65 000 | 35 513 | 35 513 | 32 363 CHF | 32 722 CHF | 99,93% | 99,93% |
08/11/2024 | 1,94% | 0,99 CHF | 1,00 CHF | 65 000 | 65 000 | 24 619 | 24 619 | 24 264 CHF | 24 534 CHF | 100,00% | 100,00% |
07/11/2024 | 1,02% | 1,02 CHF | 1,03 CHF | 60 000 | 60 000 | 28 763 | 28 763 | 28 630 CHF | 28 919 CHF | 98,68% | 98,68% |