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 | 1,43% | 0,74 CHF | 0,75 CHF | 270 000 | 270 000 | 118 995 | 118 995 | 85 313 CHF | 86 508 CHF | 99,57% | 99,57% |
19/11/2024 | 1,41% | 0,70 CHF | 0,71 CHF | 270 000 | 270 000 | 120 323 | 120 323 | 86 241 CHF | 87 448 CHF | 99,22% | 99,22% |
18/11/2024 | 1,34% | 0,75 CHF | 0,76 CHF | 270 000 | 270 000 | 115 812 | 115 812 | 88 689 CHF | 89 853 CHF | 98,15% | 98,15% |
15/11/2024 | 1,56% | 0,74 CHF | 0,75 CHF | 270 000 | 270 000 | 90 089 | 90 089 | 63 066 CHF | 63 972 CHF | 97,60% | 97,60% |
14/11/2024 | 3,45% | 0,69 CHF | 0,70 CHF | 270 000 | 270 000 | 108 926 | 108 926 | 71 435 CHF | 72 824 CHF | 58,13% | 86,67% |
13/11/2024 | 2,14% | 0,49 CHF | 0,50 CHF | 300 000 | 300 000 | 135 131 | 135 131 | 64 259 CHF | 65 616 CHF | 99,60% | 99,60% |
12/11/2024 | 2,21% | 0,46 CHF | 0,47 CHF | 310 000 | 310 000 | 135 179 | 135 179 | 62 418 CHF | 63 775 CHF | 99,97% | 99,97% |
11/11/2024 | 2,31% | 0,46 CHF | 0,47 CHF | 310 000 | 310 000 | 139 433 | 139 433 | 62 293 CHF | 63 694 CHF | 99,90% | 99,90% |
08/11/2024 | 2,39% | 0,43 CHF | 0,44 CHF | 310 000 | 310 000 | 140 575 | 140 575 | 59 267 CHF | 60 677 CHF | 99,70% | 99,70% |
07/11/2024 | 2,36% | 0,43 CHF | 0,44 CHF | 320 000 | 320 000 | 141 427 | 141 427 | 61 014 CHF | 62 434 CHF | 99,73% | 99,73% |