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 | 1,24% | 0,76 CHF | 0,77 CHF | 315 000 | 315 000 | 110 277 | 110 277 | 87 576 CHF | 88 680 CHF | 99,78% | 99,78% |
19/11/2024 | 1,24% | 0,82 CHF | 0,83 CHF | 325 000 | 325 000 | 111 933 | 111 933 | 92 463 CHF | 93 583 CHF | 100,00% | 100,00% |
18/11/2024 | 1,26% | 0,81 CHF | 0,82 CHF | 320 000 | 320 000 | 110 126 | 110 126 | 88 883 CHF | 89 986 CHF | 99,90% | 99,90% |
15/11/2024 | 1,29% | 0,80 CHF | 0,81 CHF | 320 000 | 320 000 | 109 472 | 109 472 | 86 234 CHF | 87 330 CHF | 100,00% | 100,00% |
14/11/2024 | 1,30% | 0,74 CHF | 0,75 CHF | 310 000 | 310 000 | 105 294 | 105 294 | 80 904 CHF | 81 958 CHF | 100,00% | 100,00% |
13/11/2024 | 1,29% | 0,78 CHF | 0,79 CHF | 315 000 | 315 000 | 109 306 | 109 306 | 85 330 CHF | 86 424 CHF | 100,00% | 100,00% |
12/11/2024 | 1,35% | 0,77 CHF | 0,78 CHF | 315 000 | 315 000 | 109 252 | 109 252 | 83 235 CHF | 84 328 CHF | 100,00% | 100,00% |
11/11/2024 | 1,37% | 0,70 CHF | 0,71 CHF | 310 000 | 310 000 | 107 630 | 107 630 | 78 228 CHF | 79 306 CHF | 99,77% | 99,77% |
08/11/2024 | 2,25% | 0,72 CHF | 0,73 CHF | 315 000 | 315 000 | 87 358 | 87 358 | 65 026 CHF | 66 010 CHF | 99,21% | 99,21% |
07/11/2024 | - | 0,58 CHF | - CHF | 295 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,85% |