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 | 1,15% | 0,78 CHF | 0,79 CHF | 140 000 | 140 000 | 78 954 | 78 954 | 68 418 CHF | 69 209 CHF | 99,77% | 99,77% |
19/11/2024 | 1,48% | 0,85 CHF | 0,86 CHF | 140 000 | 140 000 | 74 164 | 74 164 | 57 348 CHF | 58 180 CHF | 99,54% | 99,54% |
18/11/2024 | 1,39% | 0,77 CHF | 0,78 CHF | 150 000 | 150 000 | 83 513 | 83 513 | 61 113 CHF | 61 950 CHF | 99,90% | 99,90% |
15/11/2024 | 1,31% | 0,66 CHF | 0,67 CHF | 140 000 | 140 000 | 77 393 | 77 393 | 58 896 CHF | 59 671 CHF | 97,08% | 97,08% |
14/11/2024 | 1,12% | 0,83 CHF | 0,84 CHF | 140 000 | 140 000 | 76 867 | 76 867 | 71 732 CHF | 72 529 CHF | 99,69% | 99,69% |
13/11/2024 | 0,99% | 0,98 CHF | 0,99 CHF | 130 000 | 130 000 | 76 079 | 76 079 | 78 559 CHF | 79 323 CHF | 100,00% | 100,00% |
12/11/2024 | 1,02% | 1,00 CHF | 1,01 CHF | 130 000 | 130 000 | 76 089 | 76 089 | 77 207 CHF | 77 971 CHF | 99,90% | 99,90% |
11/11/2024 | 1,07% | 0,99 CHF | 1,00 CHF | 140 000 | 140 000 | 78 280 | 78 280 | 75 667 CHF | 76 453 CHF | 99,90% | 99,90% |
08/11/2024 | 1,03% | 0,94 CHF | 0,95 CHF | 140 000 | 140 000 | 77 221 | 77 221 | 76 241 CHF | 77 017 CHF | 96,67% | 96,67% |
07/11/2024 | 1,12% | 0,97 CHF | 0,98 CHF | 140 000 | 140 000 | 77 504 | 77 504 | 71 766 CHF | 72 544 CHF | 98,72% | 98,72% |