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 | 1,69% | 0,58 CHF | 0,59 CHF | 110 000 | 110 000 | 109 958 | 109 958 | 64 463 CHF | 65 563 CHF | 97,91% | 97,91% |
19/11/2024 | 1,62% | 0,58 CHF | 0,59 CHF | 110 000 | 110 000 | 109 986 | 109 986 | 67 331 CHF | 68 431 CHF | 96,07% | 96,07% |
18/11/2024 | 1,70% | 0,64 CHF | 0,65 CHF | 110 000 | 110 000 | 109 969 | 109 969 | 64 389 CHF | 65 489 CHF | 96,78% | 96,78% |
15/11/2024 | 1,70% | 0,56 CHF | 0,57 CHF | 110 000 | 110 000 | 109 966 | 109 966 | 64 067 CHF | 65 167 CHF | 97,07% | 97,07% |
14/11/2024 | 1,63% | 0,64 CHF | 0,65 CHF | 110 000 | 110 000 | 109 976 | 109 976 | 67 160 CHF | 68 260 CHF | 95,13% | 95,13% |
13/11/2024 | 1,79% | 0,68 CHF | 0,69 CHF | 110 000 | 110 000 | 114 996 | 114 996 | 63 855 CHF | 65 005 CHF | 88,46% | 88,46% |
12/11/2024 | 1,20% | 0,67 CHF | 0,68 CHF | 110 000 | 110 000 | 109 091 | 109 091 | 90 262 CHF | 91 354 CHF | 94,22% | 94,22% |
11/11/2024 | 1,11% | 0,90 CHF | 0,91 CHF | 100 000 | 100 000 | 99 962 | 99 962 | 89 891 CHF | 90 891 CHF | 98,06% | 98,06% |
08/11/2024 | 1,18% | 0,85 CHF | 0,86 CHF | 100 000 | 100 000 | 107 753 | 107 753 | 90 620 CHF | 91 698 CHF | 96,11% | 96,11% |
07/11/2024 | 1,16% | 0,85 CHF | 0,86 CHF | 110 000 | 110 000 | 101 210 | 101 210 | 86 855 CHF | 87 868 CHF | 96,70% | 96,70% |