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 | 1,89% | 0,59 CHF | 0,60 CHF | 315 000 | 315 000 | 110 276 | 110 276 | 61 669 CHF | 62 773 CHF | 99,78% | 99,78% |
19/11/2024 | 1,91% | 0,52 CHF | 0,53 CHF | 325 000 | 325 000 | 111 934 | 111 934 | 58 530 CHF | 59 651 CHF | 100,00% | 100,00% |
18/11/2024 | 1,84% | 0,54 CHF | 0,55 CHF | 320 000 | 320 000 | 110 120 | 110 120 | 60 393 CHF | 61 495 CHF | 99,90% | 99,90% |
15/11/2024 | 1,76% | 0,56 CHF | 0,57 CHF | 320 000 | 320 000 | 109 472 | 109 472 | 62 584 CHF | 63 680 CHF | 100,00% | 100,00% |
14/11/2024 | 1,75% | 0,61 CHF | 0,62 CHF | 310 000 | 310 000 | 105 388 | 105 388 | 62 367 CHF | 63 423 CHF | 100,00% | 100,00% |
13/11/2024 | 1,78% | 0,57 CHF | 0,58 CHF | 315 000 | 315 000 | 109 306 | 109 306 | 62 539 CHF | 63 634 CHF | 100,00% | 100,00% |
12/11/2024 | 1,69% | 0,58 CHF | 0,59 CHF | 315 000 | 315 000 | 109 253 | 109 253 | 64 321 CHF | 65 415 CHF | 100,00% | 100,00% |
11/11/2024 | 1,67% | 0,64 CHF | 0,65 CHF | 310 000 | 310 000 | 107 627 | 107 627 | 66 873 CHF | 67 950 CHF | 99,77% | 99,77% |
08/11/2024 | 2,35% | 0,62 CHF | 0,63 CHF | 315 000 | 315 000 | 87 358 | 87 358 | 52 068 CHF | 53 052 CHF | 99,21% | 99,21% |
07/11/2024 | - | 0,76 CHF | - CHF | 295 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,85% |