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 | 1,45% | 0,65 CHF | 0,66 CHF | 280 000 | 280 000 | 152 876 | 152 876 | 105 557 CHF | 107 089 CHF | 99,90% | 99,90% |
19/11/2024 | 1,52% | 0,66 CHF | 0,67 CHF | 280 000 | 280 000 | 152 429 | 152 429 | 101 119 CHF | 102 646 CHF | 100,00% | 100,00% |
18/11/2024 | 1,48% | 0,70 CHF | 0,71 CHF | 280 000 | 280 000 | 151 357 | 151 357 | 103 876 CHF | 105 393 CHF | 98,48% | 98,48% |
15/11/2024 | 1,36% | 0,69 CHF | 0,70 CHF | 280 000 | 280 000 | 151 818 | 151 818 | 111 873 CHF | 113 394 CHF | 82,12% | 82,12% |
14/11/2024 | 1,33% | 0,77 CHF | 0,78 CHF | 270 000 | 270 000 | 149 637 | 149 637 | 115 406 CHF | 116 908 CHF | 99,15% | 99,15% |
13/11/2024 | 1,40% | 0,73 CHF | 0,74 CHF | 280 000 | 280 000 | 151 151 | 151 151 | 110 015 CHF | 111 533 CHF | 100,00% | 100,00% |
12/11/2024 | 1,46% | 0,72 CHF | 0,73 CHF | 280 000 | 280 000 | 151 224 | 151 224 | 106 404 CHF | 107 922 CHF | 99,81% | 99,81% |
11/11/2024 | 1,39% | 0,70 CHF | 0,71 CHF | 280 000 | 280 000 | 151 156 | 151 156 | 111 062 CHF | 112 580 CHF | 100,00% | 100,00% |
08/11/2024 | 1,35% | 0,74 CHF | 0,75 CHF | 280 000 | 280 000 | 148 574 | 148 574 | 111 809 CHF | 113 300 CHF | 95,87% | 95,87% |
07/11/2024 | 1,41% | 0,76 CHF | 0,77 CHF | 280 000 | 280 000 | 153 550 | 153 550 | 112 248 CHF | 113 791 CHF | 80,97% | 80,97% |