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 | 1,01% | 0,98 CHF | 0,99 CHF | 190 000 | 190 000 | 70 697 | 70 697 | 70 847 CHF | 71 555 CHF | 99,77% | 99,77% |
19/11/2024 | 1,04% | 0,96 CHF | 0,97 CHF | 190 000 | 190 000 | 71 162 | 71 162 | 69 386 CHF | 70 099 CHF | 99,78% | 99,78% |
18/11/2024 | 1,05% | 1,00 CHF | 1,01 CHF | 190 000 | 190 000 | 71 336 | 71 336 | 68 708 CHF | 69 422 CHF | 99,43% | 99,43% |
15/11/2024 | 0,99% | 0,96 CHF | 0,97 CHF | 190 000 | 190 000 | 70 262 | 70 262 | 71 193 CHF | 71 897 CHF | 99,23% | 99,23% |
14/11/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 180 000 | 180 000 | 66 747 | 66 747 | 77 062 CHF | 77 732 CHF | 99,56% | 99,56% |
13/11/2024 | 0,83% | 1,13 CHF | 1,14 CHF | 180 000 | 180 000 | 67 933 | 67 933 | 82 403 CHF | 83 085 CHF | 99,52% | 99,52% |
12/11/2024 | 0,76% | 1,22 CHF | 1,23 CHF | 170 000 | 170 000 | 61 081 | 61 081 | 79 303 CHF | 79 916 CHF | 98,42% | 98,42% |
11/11/2024 | 0,66% | 1,44 CHF | 1,45 CHF | 160 000 | 160 000 | 60 887 | 60 887 | 91 709 CHF | 92 320 CHF | 98,61% | 98,61% |
08/11/2024 | 0,64% | 1,64 CHF | 1,65 CHF | 160 000 | 160 000 | 60 136 | 60 136 | 96 945 CHF | 97 549 CHF | 99,58% | 99,58% |
07/11/2024 | 0,63% | 1,63 CHF | 1,64 CHF | 160 000 | 160 000 | 61 766 | 61 766 | 101 215 CHF | 101 836 CHF | 99,09% | 99,09% |