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% | 0,66 CHF | 0,67 CHF | 230 000 | 230 000 | 102 880 | 102 880 | 66 859 CHF | 67 889 CHF | 99,90% | 99,90% |
19/11/2024 | 1,64% | 0,62 CHF | 0,63 CHF | 230 000 | 230 000 | 95 356 | 95 356 | 58 879 CHF | 59 834 CHF | 100,00% | 100,00% |
18/11/2024 | 1,57% | 0,63 CHF | 0,64 CHF | 225 000 | 225 000 | 102 723 | 102 723 | 65 784 CHF | 66 813 CHF | 99,90% | 99,90% |
15/11/2024 | 1,58% | 0,63 CHF | 0,64 CHF | 225 000 | 225 000 | 92 060 | 92 060 | 58 160 CHF | 59 082 CHF | 100,00% | 100,00% |
14/11/2024 | 1,60% | 0,64 CHF | 0,65 CHF | 225 000 | 225 000 | 100 764 | 100 764 | 63 837 CHF | 64 847 CHF | 100,00% | 100,00% |
13/11/2024 | 1,53% | 0,65 CHF | 0,66 CHF | 230 000 | 230 000 | 103 565 | 103 565 | 68 408 CHF | 69 447 CHF | 98,76% | 99,94% |
12/11/2024 | 1,62% | 0,65 CHF | 0,66 CHF | 230 000 | 230 000 | 101 322 | 101 322 | 63 474 CHF | 64 490 CHF | 100,00% | 100,00% |
11/11/2024 | 4,36% | 0,61 CHF | 0,62 CHF | 225 000 | 225 000 | 56 507 | 56 507 | 35 936 CHF | 37 445 CHF | 99,57% | 99,57% |
08/11/2024 | 1,48% | 0,67 CHF | 0,68 CHF | 235 000 | 235 000 | 106 759 | 106 759 | 72 458 CHF | 73 528 CHF | 98,52% | 98,52% |
07/11/2024 | 1,48% | 0,68 CHF | 0,69 CHF | 240 000 | 240 000 | 106 168 | 106 168 | 72 629 CHF | 73 692 CHF | 100,00% | 100,00% |