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 | 1,11% | 0,86 CHF | 0,87 CHF | 315 000 | 315 000 | 110 286 | 110 286 | 98 026 CHF | 99 131 CHF | 99,78% | 99,78% |
19/11/2024 | 1,11% | 0,92 CHF | 0,93 CHF | 325 000 | 325 000 | 111 943 | 111 943 | 103 105 CHF | 104 226 CHF | 100,00% | 100,00% |
18/11/2024 | 1,13% | 0,91 CHF | 0,92 CHF | 320 000 | 320 000 | 110 137 | 110 137 | 99 308 CHF | 100 410 CHF | 99,91% | 99,91% |
15/11/2024 | 1,15% | 0,90 CHF | 0,91 CHF | 320 000 | 320 000 | 109 483 | 109 483 | 96 871 CHF | 97 967 CHF | 100,00% | 100,00% |
14/11/2024 | 1,16% | 0,84 CHF | 0,85 CHF | 310 000 | 310 000 | 105 288 | 105 288 | 91 016 CHF | 92 070 CHF | 100,00% | 100,00% |
13/11/2024 | 1,15% | 0,88 CHF | 0,89 CHF | 315 000 | 315 000 | 109 307 | 109 307 | 95 706 CHF | 96 800 CHF | 100,00% | 100,00% |
12/11/2024 | 1,20% | 0,87 CHF | 0,88 CHF | 315 000 | 315 000 | 109 245 | 109 245 | 93 696 CHF | 94 790 CHF | 100,00% | 100,00% |
11/11/2024 | 1,22% | 0,80 CHF | 0,81 CHF | 310 000 | 310 000 | 107 633 | 107 633 | 88 407 CHF | 89 485 CHF | 99,78% | 99,78% |
08/11/2024 | 1,98% | 0,82 CHF | 0,83 CHF | 315 000 | 315 000 | 87 356 | 87 356 | 73 255 CHF | 74 238 CHF | 99,21% | 99,21% |
07/11/2024 | 1,42% | 0,67 CHF | 0,68 CHF | 295 000 | 295 000 | 102 788 | 102 788 | 71 323 CHF | 72 353 CHF | 99,85% | 99,85% |