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 | 1,08% | 0,85 CHF | 0,86 CHF | 209 100 | 209 100 | 73 155 | 73 155 | 65 960 CHF | 66 693 CHF | 99,78% | 99,78% |
19/11/2024 | 1,07% | 0,95 CHF | 0,96 CHF | 222 000 | 222 000 | 76 484 | 76 484 | 73 102 CHF | 73 868 CHF | 100,00% | 100,00% |
18/11/2024 | 1,10% | 0,93 CHF | 0,94 CHF | 221 500 | 221 500 | 76 258 | 76 258 | 70 375 CHF | 71 138 CHF | 99,90% | 99,90% |
15/11/2024 | 1,14% | 0,91 CHF | 0,92 CHF | 238 900 | 238 900 | 81 484 | 81 484 | 72 837 CHF | 73 653 CHF | 100,00% | 100,00% |
14/11/2024 | 1,15% | 0,83 CHF | 0,84 CHF | 216 100 | 216 100 | 73 363 | 73 363 | 63 344 CHF | 64 078 CHF | 100,00% | 100,00% |
13/11/2024 | 1,14% | 0,88 CHF | 0,89 CHF | 223 300 | 223 300 | 77 557 | 77 557 | 68 563 CHF | 69 339 CHF | 100,00% | 100,00% |
12/11/2024 | 1,20% | 0,87 CHF | 0,88 CHF | 258 600 | 258 600 | 89 442 | 89 442 | 77 033 CHF | 77 928 CHF | 100,00% | 100,00% |
11/11/2024 | 1,21% | 0,78 CHF | 0,79 CHF | 229 100 | 229 100 | 79 309 | 79 309 | 64 697 CHF | 65 491 CHF | 99,77% | 99,77% |
08/11/2024 | 1,95% | 0,83 CHF | 0,84 CHF | 343 300 | 343 300 | 95 064 | 95 064 | 80 670 CHF | 81 739 CHF | 99,21% | 99,21% |
07/11/2024 | - | 0,69 CHF | - CHF | 251 200 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,85% |