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 | 1,58% | 0,61 CHF | 0,62 CHF | 310 000 | 310 000 | 174 201 | 174 201 | 111 862 CHF | 113 610 CHF | 99,89% | 99,89% |
19/11/2024 | 1,61% | 0,68 CHF | 0,69 CHF | 310 000 | 310 000 | 173 561 | 173 561 | 111 840 CHF | 113 592 CHF | 100,00% | 100,00% |
18/11/2024 | 1,68% | 0,66 CHF | 0,67 CHF | 310 000 | 310 000 | 175 115 | 175 115 | 107 582 CHF | 109 338 CHF | 99,89% | 99,89% |
15/11/2024 | 1,66% | 0,58 CHF | 0,59 CHF | 310 000 | 310 000 | 174 473 | 174 473 | 105 502 CHF | 107 250 CHF | 99,90% | 99,90% |
14/11/2024 | 1,73% | 0,63 CHF | 0,64 CHF | 310 000 | 310 000 | 173 041 | 173 041 | 103 058 CHF | 104 795 CHF | 99,32% | 99,32% |
13/11/2024 | 1,83% | 0,57 CHF | 0,58 CHF | 320 000 | 320 000 | 175 001 | 175 001 | 97 858 CHF | 99 615 CHF | 100,00% | 100,00% |
12/11/2024 | 1,81% | 0,59 CHF | 0,60 CHF | 320 000 | 320 000 | 175 155 | 175 155 | 99 424 CHF | 101 183 CHF | 99,62% | 99,62% |
11/11/2024 | 1,70% | 0,54 CHF | 0,55 CHF | 320 000 | 320 000 | 175 268 | 175 268 | 103 381 CHF | 105 140 CHF | 99,65% | 99,65% |
08/11/2024 | 1,60% | 0,62 CHF | 0,63 CHF | 320 000 | 320 000 | 174 014 | 174 014 | 110 965 CHF | 112 712 CHF | 98,59% | 98,59% |
07/11/2024 | 1,82% | 0,61 CHF | 0,62 CHF | 330 000 | 330 000 | 184 785 | 184 785 | 105 297 CHF | 107 152 CHF | 100,00% | 100,00% |