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 | 1,32% | 0,72 CHF | 0,73 CHF | 350 000 | 350 000 | 155 378 | 155 378 | 117 084 CHF | 118 643 CHF | 97,54% | 97,54% |
19/11/2024 | 1,40% | 0,76 CHF | 0,77 CHF | 350 000 | 350 000 | 154 962 | 154 962 | 111 794 CHF | 113 349 CHF | 97,67% | 97,67% |
18/11/2024 | 1,30% | 0,77 CHF | 0,78 CHF | 350 000 | 350 000 | 156 112 | 156 112 | 121 198 CHF | 122 762 CHF | 98,66% | 98,66% |
15/11/2024 | 1,15% | 0,79 CHF | 0,80 CHF | 340 000 | 340 000 | 146 874 | 146 874 | 127 481 CHF | 128 962 CHF | 96,01% | 96,01% |
14/11/2024 | 1,01% | 0,96 CHF | 0,97 CHF | 330 000 | 330 000 | 136 052 | 136 052 | 136 727 CHF | 138 094 CHF | 96,61% | 96,61% |
13/11/2024 | 1,14% | 0,96 CHF | 0,97 CHF | 330 000 | 330 000 | 147 603 | 147 603 | 134 319 CHF | 135 802 CHF | 97,58% | 97,58% |
12/11/2024 | 1,21% | 0,83 CHF | 0,84 CHF | 340 000 | 340 000 | 152 493 | 152 493 | 128 703 CHF | 130 232 CHF | 97,99% | 97,99% |
11/11/2024 | 1,16% | 0,84 CHF | 0,85 CHF | 340 000 | 340 000 | 151 190 | 151 190 | 131 719 CHF | 133 236 CHF | 98,16% | 98,16% |
08/11/2024 | 1,15% | 0,88 CHF | 0,89 CHF | 340 000 | 340 000 | 152 281 | 152 281 | 134 994 CHF | 136 523 CHF | 98,78% | 98,78% |
07/11/2024 | 1,20% | 0,92 CHF | 0,93 CHF | 340 000 | 340 000 | 151 181 | 151 181 | 132 486 CHF | 134 005 CHF | 98,06% | 98,06% |