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 | 1,20% | 0,82 CHF | 0,83 CHF | 190 000 | 190 000 | 71 302 | 71 302 | 59 869 CHF | 60 584 CHF | 99,73% | 99,73% |
19/11/2024 | 1,24% | 0,80 CHF | 0,81 CHF | 200 000 | 200 000 | 72 320 | 72 320 | 58 881 CHF | 59 606 CHF | 99,29% | 99,29% |
18/11/2024 | 1,26% | 0,84 CHF | 0,85 CHF | 200 000 | 200 000 | 73 305 | 73 305 | 58 912 CHF | 59 647 CHF | 99,19% | 99,19% |
15/11/2024 | 1,17% | 0,80 CHF | 0,81 CHF | 190 000 | 190 000 | 70 773 | 70 773 | 60 279 CHF | 60 988 CHF | 99,11% | 99,11% |
14/11/2024 | 1,04% | 0,95 CHF | 0,96 CHF | 190 000 | 190 000 | 68 053 | 68 053 | 67 285 CHF | 67 968 CHF | 99,06% | 99,06% |
13/11/2024 | 0,95% | 0,97 CHF | 0,98 CHF | 180 000 | 180 000 | 67 573 | 67 573 | 70 814 CHF | 71 492 CHF | 99,17% | 99,17% |
12/11/2024 | 0,86% | 1,06 CHF | 1,07 CHF | 180 000 | 180 000 | 61 317 | 61 317 | 69 365 CHF | 69 981 CHF | 97,77% | 97,77% |
11/11/2024 | 0,74% | 1,28 CHF | 1,29 CHF | 170 000 | 170 000 | 62 891 | 62 891 | 83 952 CHF | 84 583 CHF | 98,60% | 98,60% |
08/11/2024 | 0,71% | 1,47 CHF | 1,48 CHF | 160 000 | 160 000 | 60 182 | 60 182 | 86 834 CHF | 87 439 CHF | 99,24% | 99,24% |
07/11/2024 | 0,70% | 1,46 CHF | 1,47 CHF | 160 000 | 160 000 | 61 365 | 61 365 | 90 248 CHF | 90 865 CHF | 98,65% | 98,65% |