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 | 1,10% | 0,98 CHF | 0,99 CHF | 165 000 | 165 000 | 72 210 | 72 210 | 67 365 CHF | 68 089 CHF | 99,57% | 99,57% |
19/11/2024 | 1,11% | 0,90 CHF | 0,91 CHF | 160 000 | 160 000 | 71 490 | 71 490 | 67 849 CHF | 68 577 CHF | 99,20% | 99,20% |
18/11/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 170 000 | 170 000 | 75 916 | 75 916 | 78 278 CHF | 79 039 CHF | 99,90% | 99,90% |
15/11/2024 | 1,00% | 1,06 CHF | 1,07 CHF | 170 000 | 170 000 | 69 357 | 69 357 | 72 768 CHF | 73 463 CHF | 91,93% | 91,93% |
14/11/2024 | 1,28% | 0,79 CHF | 0,80 CHF | 150 000 | 150 000 | 66 140 | 66 140 | 53 046 CHF | 53 715 CHF | 99,72% | 99,72% |
13/11/2024 | 1,13% | 0,83 CHF | 0,84 CHF | 150 000 | 150 000 | 70 324 | 70 324 | 62 010 CHF | 62 714 CHF | 99,93% | 99,93% |
12/11/2024 | 1,15% | 0,90 CHF | 0,91 CHF | 160 000 | 160 000 | 70 291 | 70 291 | 62 379 CHF | 63 083 CHF | 99,91% | 99,91% |
11/11/2024 | 1,46% | 0,87 CHF | 0,88 CHF | 155 000 | 155 000 | 63 860 | 63 860 | 54 430 CHF | 55 125 CHF | 99,90% | 99,90% |
08/11/2024 | 1,25% | 0,78 CHF | 0,79 CHF | 150 000 | 150 000 | 69 255 | 69 255 | 55 564 CHF | 56 258 CHF | 97,39% | 97,39% |
07/11/2024 | 1,13% | 0,89 CHF | 0,90 CHF | 160 000 | 160 000 | 71 181 | 71 181 | 63 234 CHF | 63 947 CHF | 100,00% | 100,00% |