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 | 1,34% | 0,74 CHF | 0,75 CHF | 350 000 | 350 000 | 131 422 | 131 422 | 99 285 CHF | 100 602 CHF | 98,80% | 98,80% |
19/11/2024 | 1,36% | 0,73 CHF | 0,74 CHF | 360 000 | 360 000 | 133 589 | 133 589 | 99 033 CHF | 100 371 CHF | 98,52% | 98,52% |
18/11/2024 | 1,38% | 0,75 CHF | 0,76 CHF | 360 000 | 360 000 | 135 889 | 135 889 | 99 784 CHF | 101 145 CHF | 98,48% | 98,48% |
15/11/2024 | 1,32% | 0,73 CHF | 0,74 CHF | 350 000 | 350 000 | 131 317 | 131 317 | 99 958 CHF | 101 274 CHF | 98,20% | 98,20% |
14/11/2024 | 1,23% | 0,82 CHF | 0,83 CHF | 340 000 | 340 000 | 126 349 | 126 349 | 105 366 CHF | 106 635 CHF | 98,99% | 98,99% |
13/11/2024 | 1,17% | 0,82 CHF | 0,83 CHF | 340 000 | 340 000 | 121 165 | 121 165 | 104 340 CHF | 105 557 CHF | 98,62% | 98,62% |
12/11/2024 | 1,10% | 0,87 CHF | 0,88 CHF | 340 000 | 340 000 | 115 289 | 115 289 | 104 167 CHF | 105 324 CHF | 96,36% | 96,36% |
11/11/2024 | 0,99% | 0,98 CHF | 0,99 CHF | 320 000 | 320 000 | 116 811 | 116 811 | 117 779 CHF | 118 952 CHF | 99,08% | 99,08% |
08/11/2024 | 0,97% | 1,07 CHF | 1,08 CHF | 310 000 | 310 000 | 113 273 | 113 273 | 120 114 CHF | 121 252 CHF | 98,59% | 98,59% |
07/11/2024 | 0,96% | 1,07 CHF | 1,08 CHF | 310 000 | 310 000 | 115 266 | 115 266 | 123 770 CHF | 124 930 CHF | 98,61% | 98,61% |