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 | 1,12% | 0,95 CHF | 0,96 CHF | 65 000 | 65 000 | 35 756 | 35 756 | 32 779 CHF | 33 138 CHF | 99,90% | 99,90% |
19/11/2024 | 1,16% | 0,89 CHF | 0,90 CHF | 65 000 | 65 000 | 35 865 | 35 865 | 31 683 CHF | 32 043 CHF | 98,91% | 98,91% |
18/11/2024 | 1,27% | 0,82 CHF | 0,83 CHF | 65 000 | 65 000 | 35 736 | 35 736 | 28 723 CHF | 29 081 CHF | 99,58% | 99,58% |
15/11/2024 | 1,31% | 0,76 CHF | 0,77 CHF | 65 000 | 65 000 | 35 700 | 35 700 | 27 717 CHF | 28 076 CHF | 99,89% | 99,89% |
14/11/2024 | 1,38% | 0,79 CHF | 0,80 CHF | 65 000 | 65 000 | 36 260 | 36 260 | 27 034 CHF | 27 397 CHF | 98,90% | 98,90% |
13/11/2024 | 1,25% | 0,77 CHF | 0,78 CHF | 65 000 | 65 000 | 35 806 | 35 806 | 28 877 CHF | 29 235 CHF | 100,00% | 100,00% |
12/11/2024 | 1,26% | 0,81 CHF | 0,82 CHF | 65 000 | 65 000 | 33 382 | 33 382 | 27 093 CHF | 27 428 CHF | 100,00% | 100,00% |
11/11/2024 | 1,08% | 0,87 CHF | 0,88 CHF | 65 000 | 65 000 | 35 512 | 35 512 | 33 307 CHF | 33 666 CHF | 99,93% | 99,93% |
08/11/2024 | 1,90% | 1,01 CHF | 1,02 CHF | 65 000 | 65 000 | 24 624 | 24 624 | 24 886 CHF | 25 156 CHF | 100,00% | 100,00% |
07/11/2024 | 1,00% | 1,04 CHF | 1,05 CHF | 60 000 | 60 000 | 28 766 | 28 766 | 29 314 CHF | 29 603 CHF | 98,68% | 98,68% |