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 | 1,37% | 0,80 CHF | 0,81 CHF | 165 000 | 165 000 | 72 210 | 72 210 | 54 046 CHF | 54 770 CHF | 99,57% | 99,57% |
19/11/2024 | 1,38% | 0,72 CHF | 0,73 CHF | 160 000 | 160 000 | 71 487 | 71 487 | 54 734 CHF | 55 462 CHF | 99,21% | 99,21% |
18/11/2024 | 1,20% | 0,84 CHF | 0,85 CHF | 170 000 | 170 000 | 75 916 | 75 916 | 64 269 CHF | 65 029 CHF | 99,90% | 99,90% |
15/11/2024 | 1,21% | 0,88 CHF | 0,89 CHF | 170 000 | 170 000 | 69 356 | 69 356 | 59 986 CHF | 60 681 CHF | 91,93% | 91,93% |
14/11/2024 | 1,65% | 0,61 CHF | 0,62 CHF | 150 000 | 150 000 | 66 141 | 66 141 | 40 783 CHF | 41 452 CHF | 99,72% | 99,72% |
13/11/2024 | 1,42% | 0,65 CHF | 0,66 CHF | 150 000 | 150 000 | 70 321 | 70 321 | 49 118 CHF | 49 823 CHF | 99,93% | 99,93% |
12/11/2024 | 1,44% | 0,72 CHF | 0,73 CHF | 160 000 | 160 000 | 70 282 | 70 282 | 49 419 CHF | 50 123 CHF | 99,92% | 99,92% |
11/11/2024 | 1,87% | 0,69 CHF | 0,70 CHF | 155 000 | 155 000 | 63 862 | 63 862 | 42 718 CHF | 43 414 CHF | 99,90% | 99,90% |
08/11/2024 | 1,61% | 0,60 CHF | 0,61 CHF | 150 000 | 150 000 | 69 253 | 69 253 | 42 893 CHF | 43 587 CHF | 97,40% | 97,40% |
07/11/2024 | 1,42% | 0,70 CHF | 0,71 CHF | 160 000 | 160 000 | 71 183 | 71 183 | 50 277 CHF | 50 990 CHF | 100,00% | 100,00% |