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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1,56% | 0,68 CHF | 0,69 CHF | 106 800 | 106 800 | 106 800 | 106 800 | 67 917 CHF | 68 985 CHF | 100,00% | 100,00% |
22/11/2024 | 1,71% | 0,60 CHF | 0,61 CHF | 112 400 | 112 400 | 112 400 | 112 400 | 65 164 CHF | 66 288 CHF | 100,00% | 100,00% |
20/11/2024 | 1,91% | 0,52 CHF | 0,53 CHF | 129 100 | 129 100 | 129 100 | 129 100 | 66 945 CHF | 68 236 CHF | 100,00% | 100,00% |
19/11/2024 | 2,20% | 0,45 CHF | 0,46 CHF | 134 200 | 134 200 | 131 582 | 131 582 | 59 253 CHF | 60 569 CHF | 99,89% | 99,89% |
18/11/2024 | 2,09% | 0,46 CHF | 0,47 CHF | 126 800 | 126 800 | 127 264 | 127 264 | 60 406 CHF | 61 679 CHF | 100,00% | 100,00% |
15/11/2024 | 2,10% | 0,47 CHF | 0,48 CHF | 124 900 | 124 900 | 124 900 | 124 900 | 58 916 CHF | 60 165 CHF | 100,00% | 100,00% |
14/11/2024 | 2,19% | 0,48 CHF | 0,49 CHF | 125 200 | 125 200 | 127 658 | 127 658 | 57 694 CHF | 58 970 CHF | 100,00% | 100,00% |
13/11/2024 | 2,08% | 0,47 CHF | 0,48 CHF | 128 000 | 128 000 | 128 000 | 128 000 | 60 798 CHF | 62 078 CHF | 100,00% | 100,00% |
12/11/2024 | 2,03% | 0,47 CHF | 0,48 CHF | 117 300 | 117 300 | 117 300 | 117 300 | 57 302 CHF | 58 475 CHF | 99,92% | 99,92% |
11/11/2024 | 1,85% | 0,53 CHF | 0,54 CHF | 115 000 | 115 000 | 115 000 | 115 000 | 61 500 CHF | 62 650 CHF | 100,00% | 100,00% |