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 | 1,84% | 0,53 CHF | 0,54 CHF | 220 000 | 220 000 | 85 442 | 85 442 | 46 693 CHF | 47 549 CHF | 99,75% | 99,75% |
19/11/2024 | 1,92% | 0,51 CHF | 0,52 CHF | 230 000 | 230 000 | 86 452 | 86 452 | 45 332 CHF | 46 198 CHF | 99,43% | 99,43% |
18/11/2024 | 1,95% | 0,54 CHF | 0,55 CHF | 230 000 | 230 000 | 88 664 | 88 664 | 45 822 CHF | 46 710 CHF | 99,35% | 99,35% |
15/11/2024 | 1,77% | 0,51 CHF | 0,52 CHF | 220 000 | 220 000 | 84 959 | 84 959 | 47 571 CHF | 48 423 CHF | 99,19% | 99,19% |
14/11/2024 | 1,50% | 0,65 CHF | 0,66 CHF | 210 000 | 210 000 | 80 088 | 80 088 | 54 671 CHF | 55 475 CHF | 99,22% | 99,22% |
13/11/2024 | 1,34% | 0,67 CHF | 0,68 CHF | 200 000 | 200 000 | 70 706 | 70 706 | 52 167 CHF | 52 877 CHF | 99,30% | 99,30% |
12/11/2024 | 1,18% | 0,75 CHF | 0,76 CHF | 180 000 | 180 000 | 65 557 | 65 557 | 53 510 CHF | 54 168 CHF | 98,38% | 98,38% |
11/11/2024 | 0,98% | 0,95 CHF | 0,96 CHF | 170 000 | 170 000 | 63 037 | 63 037 | 63 540 CHF | 64 173 CHF | 98,83% | 98,83% |
08/11/2024 | 0,92% | 1,14 CHF | 1,15 CHF | 170 000 | 170 000 | 62 239 | 62 239 | 69 361 CHF | 69 986 CHF | 99,47% | 99,47% |
07/11/2024 | 0,91% | 1,14 CHF | 1,15 CHF | 170 000 | 170 000 | 63 901 | 63 901 | 73 082 CHF | 73 725 CHF | 99,39% | 99,39% |