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 | 1,51% | 0,63 CHF | 0,64 CHF | 270 000 | 270 000 | 134 078 | 134 078 | 88 647 CHF | 89 990 CHF | 98,40% | 98,40% |
19/11/2024 | 1,55% | 0,64 CHF | 0,65 CHF | 280 000 | 280 000 | 136 660 | 136 660 | 88 775 CHF | 90 144 CHF | 98,76% | 98,76% |
18/11/2024 | 1,60% | 0,69 CHF | 0,70 CHF | 280 000 | 280 000 | 132 164 | 132 164 | 85 045 CHF | 86 368 CHF | 97,35% | 97,35% |
15/11/2024 | 1,60% | 0,59 CHF | 0,60 CHF | 280 000 | 280 000 | 135 567 | 135 567 | 84 661 CHF | 86 019 CHF | 98,44% | 98,44% |
14/11/2024 | 1,46% | 0,68 CHF | 0,69 CHF | 270 000 | 270 000 | 130 783 | 130 783 | 91 718 CHF | 93 031 CHF | 98,20% | 98,20% |
13/11/2024 | 1,59% | 0,73 CHF | 0,74 CHF | 270 000 | 270 000 | 112 848 | 112 848 | 85 078 CHF | 86 440 CHF | 98,24% | 98,24% |
12/11/2024 | 1,25% | 0,78 CHF | 0,79 CHF | 260 000 | 260 000 | 121 630 | 121 630 | 98 738 CHF | 99 958 CHF | 98,12% | 98,12% |
11/11/2024 | 1,21% | 0,84 CHF | 0,85 CHF | 260 000 | 260 000 | 121 378 | 121 378 | 102 301 CHF | 103 518 CHF | 97,98% | 97,98% |
08/11/2024 | 1,16% | 0,88 CHF | 0,89 CHF | 250 000 | 250 000 | 119 044 | 119 044 | 105 637 CHF | 106 831 CHF | 98,13% | 98,13% |
07/11/2024 | 1,24% | 0,86 CHF | 0,87 CHF | 260 000 | 260 000 | 124 382 | 124 382 | 104 098 CHF | 105 350 CHF | 98,30% | 98,30% |