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% | 0,55 CHF | 0,56 CHF | 220 000 | 220 000 | 101 098 | 101 098 | 55 886 CHF | 56 899 CHF | 99,29% | 99,29% |
19/11/2024 | 1,90% | 0,52 CHF | 0,53 CHF | 230 000 | 230 000 | 101 939 | 101 939 | 54 355 CHF | 55 380 CHF | 99,98% | 99,98% |
18/11/2024 | 1,71% | 0,58 CHF | 0,59 CHF | 220 000 | 220 000 | 99 984 | 99 984 | 58 999 CHF | 60 001 CHF | 99,78% | 99,78% |
15/11/2024 | 1,76% | 0,57 CHF | 0,58 CHF | 220 000 | 220 000 | 100 399 | 100 399 | 57 853 CHF | 58 859 CHF | 99,70% | 99,70% |
14/11/2024 | 1,64% | 0,60 CHF | 0,61 CHF | 210 000 | 210 000 | 98 218 | 98 218 | 60 602 CHF | 61 588 CHF | 98,38% | 98,38% |
13/11/2024 | 1,72% | 0,62 CHF | 0,63 CHF | 210 000 | 210 000 | 97 787 | 97 787 | 58 474 CHF | 59 457 CHF | 99,88% | 99,88% |
12/11/2024 | 1,73% | 0,59 CHF | 0,60 CHF | 220 000 | 220 000 | 101 633 | 101 633 | 60 306 CHF | 61 327 CHF | 80,00% | 80,00% |
11/11/2024 | 1,90% | 0,59 CHF | 0,60 CHF | 220 000 | 220 000 | 99 031 | 99 031 | 54 990 CHF | 55 987 CHF | 94,18% | 94,18% |
08/11/2024 | 2,16% | 0,50 CHF | 0,51 CHF | 230 000 | 230 000 | 102 336 | 102 336 | 49 210 CHF | 50 239 CHF | 95,51% | 95,51% |
07/11/2024 | 2,11% | 0,49 CHF | 0,50 CHF | 230 000 | 230 000 | 101 285 | 101 285 | 49 321 CHF | 50 338 CHF | 98,90% | 98,90% |