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 | 1,31% | 0,82 CHF | 0,83 CHF | 145 800 | 145 800 | 65 408 | 65 408 | 50 365 CHF | 51 020 CHF | 99,91% | 99,91% |
19/11/2024 | 1,28% | 0,73 CHF | 0,74 CHF | 137 200 | 137 200 | 60 846 | 60 846 | 46 802 CHF | 47 412 CHF | 100,00% | 100,00% |
18/11/2024 | 1,12% | 0,86 CHF | 0,87 CHF | 122 200 | 122 200 | 52 864 | 52 864 | 47 773 CHF | 48 303 CHF | 99,64% | 99,64% |
15/11/2024 | 1,50% | 0,87 CHF | 0,88 CHF | 166 300 | 166 300 | 54 889 | 54 889 | 42 699 CHF | 43 249 CHF | 98,89% | 98,89% |
14/11/2024 | 1,94% | 0,73 CHF | 0,74 CHF | 237 600 | 237 600 | 110 921 | 110 921 | 84 549 CHF | 85 674 CHF | 54,14% | 95,14% |
13/11/2024 | - | 0,40 CHF | - CHF | 293 200 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,78% |
12/11/2024 | - | 0,36 CHF | - CHF | 299 100 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
11/11/2024 | - | 0,36 CHF | - CHF | 336 300 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,90% |
08/11/2024 | - | 0,32 CHF | - CHF | 346 100 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
07/11/2024 | - | 0,33 CHF | - CHF | 346 700 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,86% |