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 | 1,28% | 0,85 CHF | 0,86 CHF | 165 000 | 165 000 | 72 208 | 72 208 | 57 922 CHF | 58 646 CHF | 99,57% | 99,57% |
19/11/2024 | 1,29% | 0,77 CHF | 0,78 CHF | 160 000 | 160 000 | 71 489 | 71 489 | 58 510 CHF | 59 238 CHF | 99,17% | 99,17% |
18/11/2024 | 1,13% | 0,89 CHF | 0,90 CHF | 170 000 | 170 000 | 75 916 | 75 916 | 68 334 CHF | 69 094 CHF | 99,90% | 99,90% |
15/11/2024 | 1,14% | 0,93 CHF | 0,94 CHF | 170 000 | 170 000 | 69 357 | 69 357 | 63 692 CHF | 64 387 CHF | 91,93% | 91,93% |
14/11/2024 | 1,53% | 0,66 CHF | 0,67 CHF | 150 000 | 150 000 | 66 142 | 66 142 | 44 208 CHF | 44 878 CHF | 99,72% | 99,72% |
13/11/2024 | 1,32% | 0,70 CHF | 0,71 CHF | 150 000 | 150 000 | 70 319 | 70 319 | 52 776 CHF | 53 480 CHF | 99,92% | 99,92% |
12/11/2024 | 1,34% | 0,77 CHF | 0,78 CHF | 160 000 | 160 000 | 70 305 | 70 305 | 53 167 CHF | 53 871 CHF | 99,86% | 99,86% |
11/11/2024 | 1,73% | 0,74 CHF | 0,75 CHF | 155 000 | 155 000 | 63 860 | 63 860 | 46 048 CHF | 46 744 CHF | 99,90% | 99,90% |
08/11/2024 | 1,49% | 0,65 CHF | 0,66 CHF | 150 000 | 150 000 | 69 287 | 69 287 | 46 524 CHF | 47 219 CHF | 97,38% | 97,38% |
07/11/2024 | 1,32% | 0,76 CHF | 0,77 CHF | 160 000 | 160 000 | 71 181 | 71 181 | 53 981 CHF | 54 695 CHF | 100,00% | 100,00% |