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 | 1,90% | 0,67 CHF | 0,68 CHF | 250 000 | 250 000 | 129 953 | 129 424 | 86 349 CHF | 87 538 CHF | 99,35% | 99,35% |
19/11/2024 | 1,79% | 0,64 CHF | 0,65 CHF | 250 000 | 250 000 | 130 199 | 129 665 | 84 868 CHF | 85 979 CHF | 98,53% | 98,53% |
18/11/2024 | 1,90% | 0,69 CHF | 0,70 CHF | 250 000 | 250 000 | 129 703 | 129 169 | 90 797 CHF | 92 034 CHF | 98,70% | 98,70% |
15/11/2024 | 1,57% | 0,68 CHF | 0,69 CHF | 250 000 | 250 000 | 130 920 | 130 401 | 89 944 CHF | 90 973 CHF | 95,98% | 95,98% |
14/11/2024 | 1,53% | 0,71 CHF | 0,72 CHF | 250 000 | 250 000 | 129 502 | 129 502 | 93 413 CHF | 94 808 CHF | 99,02% | 99,02% |
13/11/2024 | 1,55% | 0,72 CHF | 0,73 CHF | 250 000 | 250 000 | 135 037 | 134 831 | 95 069 CHF | 96 361 CHF | 88,81% | 88,81% |
12/11/2024 | 1,63% | 0,70 CHF | 0,71 CHF | 250 000 | 250 000 | 131 011 | 130 462 | 91 964 CHF | 93 014 CHF | 95,92% | 95,92% |
11/11/2024 | 1,75% | 0,70 CHF | 0,71 CHF | 250 000 | 250 000 | 129 857 | 129 327 | 86 827 CHF | 87 920 CHF | 99,23% | 99,23% |
08/11/2024 | 1,84% | 0,63 CHF | 0,64 CHF | 250 000 | 250 000 | 131 313 | 129 726 | 80 145 CHF | 80 591 CHF | 98,36% | 98,36% |
07/11/2024 | 1,81% | 0,61 CHF | 0,62 CHF | 250 000 | 250 000 | 132 001 | 130 554 | 81 051 CHF | 81 593 CHF | 97,20% | 97,20% |