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 | 1,56% | 0,62 CHF | 0,63 CHF | 410 000 | 410 000 | 198 065 | 198 065 | 127 303 CHF | 129 288 CHF | 99,89% | 99,89% |
19/11/2024 | 1,60% | 0,63 CHF | 0,64 CHF | 410 000 | 410 000 | 199 424 | 199 424 | 126 356 CHF | 128 353 CHF | 100,00% | 100,00% |
18/11/2024 | 1,64% | 0,66 CHF | 0,67 CHF | 405 000 | 405 000 | 195 578 | 195 578 | 122 981 CHF | 124 940 CHF | 99,85% | 99,85% |
15/11/2024 | 1,63% | 0,59 CHF | 0,60 CHF | 415 000 | 415 000 | 200 702 | 200 702 | 123 184 CHF | 125 194 CHF | 99,99% | 99,99% |
14/11/2024 | 1,49% | 0,66 CHF | 0,67 CHF | 405 000 | 405 000 | 192 765 | 192 765 | 130 223 CHF | 132 153 CHF | 100,00% | 100,00% |
13/11/2024 | 1,41% | 0,70 CHF | 0,71 CHF | 400 000 | 400 000 | 193 126 | 193 126 | 138 507 CHF | 140 441 CHF | 100,00% | 100,00% |
12/11/2024 | 1,32% | 0,74 CHF | 0,75 CHF | 395 000 | 395 000 | 187 416 | 187 416 | 143 514 CHF | 145 391 CHF | 100,00% | 100,00% |
11/11/2024 | 1,28% | 0,79 CHF | 0,80 CHF | 385 000 | 385 000 | 185 632 | 185 632 | 146 744 CHF | 148 603 CHF | 100,00% | 100,00% |
08/11/2024 | 1,23% | 0,82 CHF | 0,83 CHF | 385 000 | 385 000 | 182 599 | 182 599 | 151 006 CHF | 152 835 CHF | 99,85% | 99,85% |
07/11/2024 | 1,31% | 0,80 CHF | 0,81 CHF | 385 000 | 385 000 | 188 754 | 188 754 | 148 309 CHF | 150 205 CHF | 100,00% | 100,00% |