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 | 1,57% | 0,71 CHF | 0,72 CHF | 165 000 | 165 000 | 72 211 | 72 211 | 47 464 CHF | 48 188 CHF | 99,57% | 99,57% |
19/11/2024 | 1,56% | 0,63 CHF | 0,64 CHF | 160 000 | 160 000 | 71 491 | 71 491 | 48 260 CHF | 48 989 CHF | 99,18% | 99,18% |
18/11/2024 | 1,34% | 0,75 CHF | 0,76 CHF | 170 000 | 170 000 | 75 918 | 75 918 | 57 393 CHF | 58 154 CHF | 99,90% | 99,90% |
15/11/2024 | 1,36% | 0,79 CHF | 0,80 CHF | 170 000 | 170 000 | 69 177 | 69 177 | 53 516 CHF | 54 209 CHF | 91,62% | 91,62% |
14/11/2024 | 1,93% | 0,52 CHF | 0,53 CHF | 150 000 | 150 000 | 66 140 | 66 140 | 34 719 CHF | 35 388 CHF | 99,72% | 99,72% |
13/11/2024 | 1,62% | 0,56 CHF | 0,57 CHF | 150 000 | 150 000 | 70 324 | 70 324 | 42 711 CHF | 43 416 CHF | 99,93% | 99,93% |
12/11/2024 | 1,66% | 0,63 CHF | 0,64 CHF | 160 000 | 160 000 | 70 309 | 70 309 | 43 077 CHF | 43 782 CHF | 99,86% | 99,86% |
11/11/2024 | 2,16% | 0,60 CHF | 0,61 CHF | 155 000 | 155 000 | 63 860 | 63 860 | 36 935 CHF | 37 630 CHF | 99,90% | 99,90% |
08/11/2024 | 1,88% | 0,51 CHF | 0,52 CHF | 150 000 | 150 000 | 69 269 | 69 269 | 36 679 CHF | 37 373 CHF | 97,36% | 97,36% |
07/11/2024 | 1,62% | 0,61 CHF | 0,62 CHF | 160 000 | 160 000 | 71 181 | 71 181 | 43 868 CHF | 44 581 CHF | 100,00% | 100,00% |