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 | 1,67% | 0,93 CHF | 0,94 CHF | 194 000 | 194 000 | 86 027 | 86 027 | 79 823 CHF | 80 945 CHF | 99,03% | 99,03% |
19/11/2024 | 1,63% | 0,93 CHF | 0,94 CHF | 196 000 | 196 000 | 87 372 | 87 372 | 82 285 CHF | 83 415 CHF | 97,85% | 97,85% |
18/11/2024 | 1,53% | 0,99 CHF | 1,00 CHF | 192 000 | 192 000 | 84 480 | 84 516 | 84 394 CHF | 85 531 CHF | 98,76% | 98,76% |
15/11/2024 | 1,73% | 0,97 CHF | 0,98 CHF | 192 000 | 192 000 | 70 130 | 70 127 | 72 995 CHF | 74 036 CHF | 85,83% | 85,83% |
14/11/2024 | 1,42% | 1,09 CHF | 1,10 CHF | 186 000 | 186 000 | 81 420 | 81 420 | 89 296 CHF | 90 362 CHF | 97,31% | 97,31% |
13/11/2024 | 1,31% | 1,13 CHF | 1,14 CHF | 186 000 | 186 000 | 80 897 | 80 894 | 94 089 CHF | 95 128 CHF | 99,23% | 99,23% |
12/11/2024 | 1,32% | 1,13 CHF | 1,14 CHF | 186 000 | 186 000 | 81 590 | 81 590 | 94 724 CHF | 95 784 CHF | 98,37% | 98,37% |
11/11/2024 | 1,37% | 1,28 CHF | 1,29 CHF | 178 000 | 178 000 | 74 411 | 74 411 | 97 958 CHF | 98 961 CHF | 98,11% | 98,11% |
08/11/2024 | 1,23% | 1,22 CHF | 1,23 CHF | 182 000 | 182 000 | 77 742 | 77 742 | 100 223 CHF | 101 239 CHF | 95,89% | 95,89% |
07/11/2024 | 1,08% | 1,47 CHF | 1,48 CHF | 172 000 | 172 000 | 75 946 | 75 946 | 110 176 CHF | 111 173 CHF | 97,13% | 97,13% |