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 | 1,60% | 0,64 CHF | 0,65 CHF | 220 000 | 220 000 | 99 529 | 99 529 | 63 243 CHF | 64 240 CHF | 97,65% | 97,65% |
19/11/2024 | 1,63% | 0,61 CHF | 0,62 CHF | 230 000 | 230 000 | 101 242 | 101 242 | 62 519 CHF | 63 535 CHF | 96,82% | 96,82% |
18/11/2024 | 1,50% | 0,67 CHF | 0,68 CHF | 220 000 | 220 000 | 98 387 | 98 387 | 66 396 CHF | 67 382 CHF | 97,45% | 97,45% |
15/11/2024 | 1,54% | 0,66 CHF | 0,67 CHF | 220 000 | 220 000 | 98 691 | 98 691 | 65 148 CHF | 66 137 CHF | 97,98% | 97,98% |
14/11/2024 | 1,44% | 0,69 CHF | 0,70 CHF | 210 000 | 210 000 | 97 563 | 97 563 | 68 440 CHF | 69 419 CHF | 96,69% | 96,69% |
13/11/2024 | 1,51% | 0,70 CHF | 0,71 CHF | 210 000 | 210 000 | 96 361 | 96 361 | 65 583 CHF | 66 550 CHF | 97,86% | 97,86% |
12/11/2024 | 1,51% | 0,67 CHF | 0,68 CHF | 220 000 | 220 000 | 97 981 | 97 981 | 66 585 CHF | 67 571 CHF | 96,00% | 96,00% |
11/11/2024 | 1,64% | 0,68 CHF | 0,69 CHF | 220 000 | 220 000 | 98 532 | 98 532 | 63 284 CHF | 64 277 CHF | 96,61% | 96,61% |
08/11/2024 | 1,83% | 0,59 CHF | 0,60 CHF | 230 000 | 230 000 | 103 164 | 103 164 | 58 634 CHF | 59 670 CHF | 95,91% | 95,91% |
07/11/2024 | 1,79% | 0,58 CHF | 0,59 CHF | 230 000 | 230 000 | 100 221 | 100 221 | 57 618 CHF | 58 625 CHF | 96,78% | 96,78% |