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 | 1,38% | 0,68 CHF | 0,69 CHF | 315 000 | 315 000 | 110 276 | 110 276 | 78 159 CHF | 79 263 CHF | 99,78% | 99,78% |
19/11/2024 | 1,38% | 0,74 CHF | 0,75 CHF | 325 000 | 325 000 | 111 933 | 111 933 | 82 976 CHF | 84 097 CHF | 100,00% | 100,00% |
18/11/2024 | 1,41% | 0,73 CHF | 0,74 CHF | 320 000 | 320 000 | 110 125 | 110 125 | 79 435 CHF | 80 538 CHF | 99,90% | 99,90% |
15/11/2024 | 1,45% | 0,72 CHF | 0,73 CHF | 320 000 | 320 000 | 109 477 | 109 477 | 77 094 CHF | 78 190 CHF | 100,00% | 100,00% |
14/11/2024 | 1,45% | 0,66 CHF | 0,67 CHF | 310 000 | 310 000 | 105 391 | 105 391 | 72 072 CHF | 73 128 CHF | 100,00% | 100,00% |
13/11/2024 | 1,45% | 0,70 CHF | 0,71 CHF | 315 000 | 315 000 | 109 311 | 109 311 | 76 061 CHF | 77 155 CHF | 100,00% | 100,00% |
12/11/2024 | 1,52% | 0,69 CHF | 0,70 CHF | 315 000 | 315 000 | 109 261 | 109 261 | 74 111 CHF | 75 205 CHF | 100,00% | 100,00% |
11/11/2024 | 1,55% | 0,62 CHF | 0,63 CHF | 310 000 | 310 000 | 107 629 | 107 629 | 69 123 CHF | 70 200 CHF | 99,77% | 99,77% |
08/11/2024 | 2,56% | 0,64 CHF | 0,65 CHF | 315 000 | 315 000 | 87 353 | 87 353 | 57 701 CHF | 58 684 CHF | 99,21% | 99,21% |
07/11/2024 | - | 0,50 CHF | 0,58 CHF | 295 000 | 16 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,85% |