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 | 1,46% | 0,75 CHF | 0,76 CHF | 165 000 | 165 000 | 72 207 | 72 207 | 50 745 CHF | 51 469 CHF | 99,57% | 99,57% |
19/11/2024 | 1,46% | 0,68 CHF | 0,69 CHF | 160 000 | 160 000 | 71 489 | 71 489 | 51 450 CHF | 52 178 CHF | 99,21% | 99,21% |
18/11/2024 | 1,26% | 0,79 CHF | 0,80 CHF | 170 000 | 170 000 | 75 913 | 75 913 | 60 838 CHF | 61 599 CHF | 99,90% | 99,90% |
15/11/2024 | 1,28% | 0,83 CHF | 0,84 CHF | 170 000 | 170 000 | 69 356 | 69 356 | 56 803 CHF | 57 498 CHF | 91,93% | 91,93% |
14/11/2024 | 1,79% | 0,56 CHF | 0,57 CHF | 150 000 | 150 000 | 66 141 | 66 141 | 37 632 CHF | 38 302 CHF | 99,72% | 99,72% |
13/11/2024 | 1,52% | 0,60 CHF | 0,61 CHF | 150 000 | 150 000 | 70 322 | 70 322 | 45 849 CHF | 46 553 CHF | 99,93% | 99,93% |
12/11/2024 | 1,54% | 0,67 CHF | 0,68 CHF | 160 000 | 160 000 | 70 292 | 70 292 | 46 240 CHF | 46 944 CHF | 99,90% | 99,90% |
11/11/2024 | 2,00% | 0,64 CHF | 0,65 CHF | 155 000 | 155 000 | 63 858 | 63 858 | 39 777 CHF | 40 472 CHF | 99,90% | 99,90% |
08/11/2024 | 1,74% | 0,55 CHF | 0,56 CHF | 150 000 | 150 000 | 69 288 | 69 288 | 39 774 CHF | 40 468 CHF | 97,38% | 97,38% |
07/11/2024 | 1,51% | 0,66 CHF | 0,67 CHF | 160 000 | 160 000 | 71 181 | 71 181 | 47 017 CHF | 47 730 CHF | 100,00% | 100,00% |