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 | 1,22% | 0,89 CHF | 0,90 CHF | 165 000 | 165 000 | 72 208 | 72 208 | 60 819 CHF | 61 543 CHF | 99,57% | 99,57% |
19/11/2024 | 1,23% | 0,81 CHF | 0,82 CHF | 160 000 | 160 000 | 71 488 | 71 488 | 61 373 CHF | 62 101 CHF | 99,24% | 99,24% |
18/11/2024 | 1,08% | 0,93 CHF | 0,94 CHF | 170 000 | 170 000 | 75 913 | 75 913 | 71 317 CHF | 72 077 CHF | 99,90% | 99,90% |
15/11/2024 | 1,09% | 0,97 CHF | 0,98 CHF | 170 000 | 170 000 | 69 357 | 69 357 | 66 437 CHF | 67 132 CHF | 91,93% | 91,93% |
14/11/2024 | 1,44% | 0,70 CHF | 0,71 CHF | 150 000 | 150 000 | 66 140 | 66 140 | 46 962 CHF | 47 632 CHF | 99,72% | 99,72% |
13/11/2024 | 1,26% | 0,74 CHF | 0,75 CHF | 150 000 | 150 000 | 70 323 | 70 323 | 55 630 CHF | 56 335 CHF | 99,93% | 99,93% |
12/11/2024 | 1,28% | 0,81 CHF | 0,82 CHF | 160 000 | 160 000 | 70 296 | 70 296 | 55 999 CHF | 56 704 CHF | 99,90% | 99,90% |
11/11/2024 | 1,64% | 0,78 CHF | 0,79 CHF | 155 000 | 155 000 | 63 858 | 63 858 | 48 653 CHF | 49 349 CHF | 99,90% | 99,90% |
08/11/2024 | 1,41% | 0,69 CHF | 0,70 CHF | 150 000 | 150 000 | 69 240 | 69 240 | 49 333 CHF | 50 026 CHF | 97,44% | 97,44% |
07/11/2024 | 1,26% | 0,80 CHF | 0,81 CHF | 160 000 | 160 000 | 71 180 | 71 180 | 56 838 CHF | 57 551 CHF | 100,00% | 100,00% |