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 | 1,53% | 0,66 CHF | 0,67 CHF | 485 000 | 485 000 | 216 784 | 216 784 | 143 037 CHF | 145 209 CHF | 99,90% | 99,90% |
19/11/2024 | 1,55% | 0,65 CHF | 0,66 CHF | 490 000 | 490 000 | 217 122 | 217 122 | 141 692 CHF | 143 868 CHF | 100,00% | 100,00% |
18/11/2024 | 1,60% | 0,64 CHF | 0,65 CHF | 480 000 | 480 000 | 212 804 | 212 804 | 134 877 CHF | 137 009 CHF | 99,90% | 99,90% |
15/11/2024 | 1,80% | 0,65 CHF | 0,66 CHF | 480 000 | 480 000 | 182 117 | 182 117 | 113 304 CHF | 115 155 CHF | 98,39% | 98,39% |
14/11/2024 | 1,69% | 0,60 CHF | 0,61 CHF | 465 000 | 465 000 | 206 285 | 206 285 | 123 678 CHF | 125 746 CHF | 100,00% | 100,00% |
13/11/2024 | 1,80% | 0,58 CHF | 0,59 CHF | 465 000 | 465 000 | 202 643 | 202 643 | 114 825 CHF | 116 855 CHF | 100,00% | 100,00% |
12/11/2024 | 1,80% | 0,58 CHF | 0,59 CHF | 465 000 | 465 000 | 204 997 | 204 997 | 115 510 CHF | 117 563 CHF | 100,00% | 100,00% |
11/11/2024 | 2,58% | 0,51 CHF | 0,52 CHF | 445 000 | 445 000 | 187 710 | 187 710 | 93 696 CHF | 95 732 CHF | 99,90% | 99,90% |
08/11/2024 | 2,17% | 0,53 CHF | 0,54 CHF | 455 000 | 455 000 | 197 637 | 197 637 | 99 207 CHF | 101 223 CHF | 99,18% | 99,18% |
07/11/2024 | 2,27% | 0,43 CHF | 0,44 CHF | 430 000 | 430 000 | 192 769 | 192 769 | 84 692 CHF | 86 624 CHF | 100,00% | 100,00% |