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 | 1,47% | 0,67 CHF | 0,68 CHF | 200 000 | 200 000 | 73 168 | 73 168 | 50 246 CHF | 50 979 CHF | 99,48% | 99,48% |
19/11/2024 | 1,52% | 0,65 CHF | 0,66 CHF | 210 000 | 210 000 | 83 010 | 83 010 | 55 077 CHF | 55 909 CHF | 99,71% | 99,71% |
18/11/2024 | 1,55% | 0,68 CHF | 0,69 CHF | 210 000 | 210 000 | 83 030 | 83 030 | 54 280 CHF | 55 112 CHF | 99,28% | 99,28% |
15/11/2024 | 1,42% | 0,65 CHF | 0,66 CHF | 200 000 | 200 000 | 72 844 | 72 844 | 50 898 CHF | 51 628 CHF | 99,03% | 99,03% |
14/11/2024 | 1,23% | 0,80 CHF | 0,81 CHF | 190 000 | 190 000 | 68 863 | 68 863 | 57 234 CHF | 57 926 CHF | 99,33% | 99,33% |
13/11/2024 | 1,12% | 0,81 CHF | 0,82 CHF | 190 000 | 190 000 | 68 667 | 68 667 | 60 996 CHF | 61 686 CHF | 99,40% | 99,40% |
12/11/2024 | 1,00% | 0,90 CHF | 0,91 CHF | 180 000 | 180 000 | 65 306 | 65 306 | 63 358 CHF | 64 013 CHF | 97,95% | 97,95% |
11/11/2024 | 0,85% | 1,11 CHF | 1,12 CHF | 170 000 | 170 000 | 62 879 | 62 879 | 73 500 CHF | 74 131 CHF | 98,75% | 98,75% |
08/11/2024 | 0,80% | 1,30 CHF | 1,31 CHF | 160 000 | 160 000 | 60 114 | 60 114 | 76 743 CHF | 77 346 CHF | 99,43% | 99,43% |
07/11/2024 | 0,79% | 1,30 CHF | 1,31 CHF | 160 000 | 160 000 | 62 031 | 62 031 | 80 933 CHF | 81 557 CHF | 98,97% | 98,97% |