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 | 0,68% | 1,55 CHF | 1,59 CHF | 11 800 | 11 800 | 76 933 | 76 933 | 123 780 CHF | 124 560 CHF | 98,90% | 98,90% |
19/11/2024 | 0,60% | 1,68 CHF | 1,72 CHF | 10 500 | 10 500 | 69 440 | 69 440 | 127 822 CHF | 128 526 CHF | 98,74% | 98,74% |
18/11/2024 | 0,59% | 1,88 CHF | 1,92 CHF | 11 200 | 11 200 | 71 220 | 71 220 | 132 140 CHF | 132 863 CHF | 98,94% | 98,94% |
15/11/2024 | 0,61% | 1,78 CHF | 1,81 CHF | 14 100 | 14 100 | 89 522 | 89 522 | 154 995 CHF | 155 899 CHF | 98,94% | 98,94% |
14/11/2024 | 0,71% | 1,49 CHF | 1,52 CHF | 13 800 | 13 800 | 89 223 | 89 223 | 132 838 CHF | 133 739 CHF | 98,85% | 98,85% |
13/11/2024 | 0,69% | 1,44 CHF | 1,47 CHF | 13 100 | 13 100 | 85 125 | 85 125 | 130 120 CHF | 130 980 CHF | 98,87% | 98,87% |
12/11/2024 | 0,70% | 1,53 CHF | 1,56 CHF | 15 300 | 15 300 | 99 409 | 99 409 | 150 615 CHF | 151 619 CHF | 98,76% | 98,76% |
11/11/2024 | 0,76% | 1,36 CHF | 1,40 CHF | 12 300 | 12 300 | 79 725 | 79 725 | 114 935 CHF | 115 744 CHF | 98,90% | 98,90% |
08/11/2024 | 0,67% | 1,57 CHF | 1,61 CHF | 11 300 | 11 300 | 73 461 | 73 461 | 119 158 CHF | 119 903 CHF | 97,81% | 97,81% |
07/11/2024 | 0,62% | 1,69 CHF | 1,72 CHF | 13 000 | 13 000 | 83 685 | 83 685 | 143 015 CHF | 143 860 CHF | 98,90% | 98,90% |