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 | 1,54% | 0,69 CHF | 0,70 CHF | 250 000 | 250 000 | 129 916 | 129 386 | 89 755 CHF | 90 751 CHF | 99,45% | 99,45% |
19/11/2024 | 1,69% | 0,67 CHF | 0,68 CHF | 250 000 | 250 000 | 130 164 | 129 629 | 88 183 CHF | 89 256 CHF | 98,63% | 98,63% |
18/11/2024 | 1,46% | 0,72 CHF | 0,73 CHF | 250 000 | 250 000 | 129 142 | 129 142 | 93 621 CHF | 94 982 CHF | 98,76% | 98,76% |
15/11/2024 | 1,79% | 0,71 CHF | 0,72 CHF | 250 000 | 250 000 | 130 892 | 130 371 | 93 080 CHF | 94 274 CHF | 96,05% | 96,05% |
14/11/2024 | 1,54% | 0,73 CHF | 0,74 CHF | 250 000 | 250 000 | 129 474 | 129 474 | 96 240 CHF | 97 667 CHF | 99,08% | 99,08% |
13/11/2024 | 1,43% | 0,74 CHF | 0,75 CHF | 250 000 | 250 000 | 131 815 | 131 731 | 95 683 CHF | 96 978 CHF | 93,68% | 93,68% |
12/11/2024 | 1,61% | 0,72 CHF | 0,73 CHF | 250 000 | 250 000 | 130 449 | 130 449 | 94 703 CHF | 96 176 CHF | 95,93% | 95,93% |
11/11/2024 | 1,79% | 0,72 CHF | 0,73 CHF | 250 000 | 250 000 | 129 832 | 129 300 | 89 941 CHF | 91 111 CHF | 99,29% | 99,29% |
08/11/2024 | 1,86% | 0,65 CHF | 0,66 CHF | 250 000 | 250 000 | 130 172 | 129 643 | 82 434 CHF | 83 570 CHF | 98,61% | 98,61% |
07/11/2024 | 1,95% | 0,64 CHF | 0,65 CHF | 250 000 | 250 000 | 131 010 | 130 527 | 83 732 CHF | 84 961 CHF | 97,27% | 97,27% |