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 | 0,70% | 1,50 CHF | 1,51 CHF | 150 000 | 150 000 | 67 520 | 67 520 | 98 624 CHF | 99 300 CHF | 99,90% | 99,90% |
19/11/2024 | 0,69% | 1,43 CHF | 1,44 CHF | 152 000 | 152 000 | 67 633 | 67 633 | 98 626 CHF | 99 304 CHF | 100,00% | 100,00% |
18/11/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 150 000 | 150 000 | 65 038 | 65 038 | 101 274 CHF | 101 926 CHF | 99,63% | 99,63% |
15/11/2024 | 0,76% | 1,52 CHF | 1,53 CHF | 150 000 | 150 000 | 49 863 | 49 863 | 71 425 CHF | 71 925 CHF | 98,89% | 98,89% |
14/11/2024 | 1,47% | 1,41 CHF | 1,42 CHF | 152 000 | 152 000 | 50 914 | 50 914 | 70 203 CHF | 70 778 CHF | 95,06% | 95,06% |
13/11/2024 | 1,05% | 0,99 CHF | 1,00 CHF | 168 000 | 168 000 | 75 205 | 75 205 | 72 916 CHF | 73 669 CHF | 99,78% | 99,78% |
12/11/2024 | 1,08% | 0,93 CHF | 0,94 CHF | 170 000 | 170 000 | 75 484 | 75 484 | 71 127 CHF | 71 884 CHF | 100,00% | 100,00% |
11/11/2024 | 1,13% | 0,92 CHF | 0,93 CHF | 170 000 | 170 000 | 76 289 | 76 289 | 69 490 CHF | 70 254 CHF | 99,90% | 99,90% |
08/11/2024 | 1,17% | 0,86 CHF | 0,87 CHF | 174 000 | 174 000 | 78 033 | 78 033 | 67 021 CHF | 67 803 CHF | 100,00% | 100,00% |
07/11/2024 | 1,16% | 0,88 CHF | 0,89 CHF | 174 000 | 174 000 | 77 460 | 77 460 | 67 936 CHF | 68 712 CHF | 99,85% | 99,85% |