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 | 1,14% | 0,95 CHF | 0,96 CHF | 165 000 | 165 000 | 72 207 | 72 207 | 64 857 CHF | 65 581 CHF | 99,57% | 99,57% |
19/11/2024 | 1,15% | 0,87 CHF | 0,88 CHF | 160 000 | 160 000 | 71 490 | 71 490 | 65 441 CHF | 66 170 CHF | 99,20% | 99,20% |
18/11/2024 | 1,02% | 0,99 CHF | 1,00 CHF | 170 000 | 170 000 | 75 914 | 75 914 | 75 714 CHF | 76 475 CHF | 99,90% | 99,90% |
15/11/2024 | 1,03% | 1,03 CHF | 1,04 CHF | 170 000 | 170 000 | 69 357 | 69 357 | 70 466 CHF | 71 161 CHF | 91,93% | 91,93% |
14/11/2024 | 1,34% | 0,76 CHF | 0,77 CHF | 150 000 | 150 000 | 66 105 | 66 105 | 50 640 CHF | 51 310 CHF | 99,72% | 99,72% |
13/11/2024 | 1,17% | 0,80 CHF | 0,81 CHF | 150 000 | 150 000 | 70 323 | 70 323 | 59 593 CHF | 60 298 CHF | 99,93% | 99,93% |
12/11/2024 | 1,19% | 0,87 CHF | 0,88 CHF | 160 000 | 160 000 | 70 295 | 70 295 | 59 928 CHF | 60 633 CHF | 99,89% | 99,89% |
11/11/2024 | 1,53% | 0,84 CHF | 0,85 CHF | 155 000 | 155 000 | 63 861 | 63 861 | 52 206 CHF | 52 901 CHF | 99,90% | 99,90% |
08/11/2024 | 1,31% | 0,74 CHF | 0,75 CHF | 150 000 | 150 000 | 69 295 | 69 295 | 53 126 CHF | 53 821 CHF | 97,37% | 97,37% |
07/11/2024 | 1,18% | 0,85 CHF | 0,86 CHF | 160 000 | 160 000 | 71 185 | 71 185 | 60 774 CHF | 61 487 CHF | 100,00% | 100,00% |