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 | 1,16% | 0,84 CHF | 0,85 CHF | 65 000 | 65 000 | 35 757 | 35 757 | 31 056 CHF | 31 415 CHF | 99,90% | 99,90% |
19/11/2024 | 1,13% | 0,89 CHF | 0,90 CHF | 65 000 | 65 000 | 35 864 | 35 864 | 32 176 CHF | 32 536 CHF | 98,91% | 98,91% |
18/11/2024 | 1,03% | 0,96 CHF | 0,97 CHF | 65 000 | 65 000 | 35 737 | 35 737 | 35 203 CHF | 35 561 CHF | 99,59% | 99,59% |
15/11/2024 | 1,01% | 1,03 CHF | 1,04 CHF | 65 000 | 65 000 | 35 701 | 35 701 | 36 331 CHF | 36 690 CHF | 99,89% | 99,89% |
14/11/2024 | 0,96% | 1,00 CHF | 1,01 CHF | 65 000 | 65 000 | 36 268 | 36 268 | 38 081 CHF | 38 445 CHF | 98,87% | 98,87% |
13/11/2024 | 1,05% | 1,02 CHF | 1,03 CHF | 65 000 | 65 000 | 35 806 | 35 806 | 35 015 CHF | 35 373 CHF | 100,00% | 100,00% |
12/11/2024 | 1,05% | 0,97 CHF | 0,98 CHF | 65 000 | 65 000 | 33 392 | 33 392 | 32 416 CHF | 32 752 CHF | 100,00% | 100,00% |
11/11/2024 | 1,26% | 0,91 CHF | 0,92 CHF | 65 000 | 65 000 | 35 512 | 35 512 | 29 913 CHF | 30 272 CHF | 99,93% | 99,93% |
08/11/2024 | 2,45% | 0,76 CHF | 0,77 CHF | 65 000 | 65 000 | 24 623 | 24 623 | 18 685 CHF | 18 955 CHF | 100,00% | 100,00% |
07/11/2024 | 1,35% | 0,73 CHF | 0,74 CHF | 60 000 | 60 000 | 28 764 | 28 764 | 21 642 CHF | 21 930 CHF | 98,68% | 98,68% |