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 | 1,83% | 0,61 CHF | 0,62 CHF | 165 000 | 165 000 | 72 210 | 72 210 | 40 695 CHF | 41 419 CHF | 99,57% | 99,57% |
19/11/2024 | 1,80% | 0,54 CHF | 0,55 CHF | 160 000 | 160 000 | 71 490 | 71 490 | 41 607 CHF | 42 335 CHF | 99,19% | 99,19% |
18/11/2024 | 1,53% | 0,65 CHF | 0,66 CHF | 170 000 | 170 000 | 75 917 | 75 917 | 50 289 CHF | 51 050 CHF | 99,90% | 99,90% |
15/11/2024 | 1,56% | 0,70 CHF | 0,71 CHF | 170 000 | 170 000 | 69 357 | 69 357 | 47 116 CHF | 47 811 CHF | 91,93% | 91,93% |
14/11/2024 | 2,34% | 0,42 CHF | 0,43 CHF | 150 000 | 150 000 | 66 106 | 66 106 | 28 554 CHF | 29 223 CHF | 99,72% | 99,72% |
13/11/2024 | 1,91% | 0,46 CHF | 0,47 CHF | 150 000 | 150 000 | 70 324 | 70 324 | 36 185 CHF | 36 890 CHF | 99,93% | 99,93% |
12/11/2024 | 1,95% | 0,53 CHF | 0,54 CHF | 160 000 | 160 000 | 70 296 | 70 296 | 36 580 CHF | 37 284 CHF | 99,89% | 99,89% |
11/11/2024 | 2,57% | 0,51 CHF | 0,52 CHF | 155 000 | 155 000 | 63 862 | 63 862 | 31 077 CHF | 31 773 CHF | 99,90% | 99,90% |
08/11/2024 | 2,26% | 0,41 CHF | 0,42 CHF | 150 000 | 150 000 | 69 260 | 69 260 | 30 310 CHF | 31 003 CHF | 97,38% | 97,38% |
07/11/2024 | 1,90% | 0,52 CHF | 0,53 CHF | 160 000 | 160 000 | 71 185 | 71 185 | 37 297 CHF | 38 010 CHF | 100,00% | 100,00% |