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 | 1,78% | 0,70 CHF | 0,71 CHF | 250 000 | 250 000 | 129 992 | 129 464 | 90 262 CHF | 91 413 CHF | 99,25% | 99,25% |
19/11/2024 | 1,67% | 0,67 CHF | 0,68 CHF | 250 000 | 250 000 | 130 239 | 129 707 | 88 775 CHF | 89 840 CHF | 98,43% | 98,43% |
18/11/2024 | 1,85% | 0,72 CHF | 0,73 CHF | 250 000 | 250 000 | 129 199 | 129 199 | 94 285 CHF | 95 915 CHF | 98,63% | 98,63% |
15/11/2024 | 1,50% | 0,71 CHF | 0,72 CHF | 250 000 | 250 000 | 130 951 | 130 433 | 93 881 CHF | 94 893 CHF | 95,91% | 95,91% |
14/11/2024 | 1,45% | 0,74 CHF | 0,75 CHF | 250 000 | 250 000 | 129 532 | 129 532 | 97 312 CHF | 98 698 CHF | 98,94% | 98,94% |
13/11/2024 | 1,50% | 0,75 CHF | 0,76 CHF | 250 000 | 250 000 | 134 867 | 134 867 | 98 964 CHF | 100 408 CHF | 88,74% | 88,74% |
12/11/2024 | 1,57% | 0,72 CHF | 0,73 CHF | 250 000 | 250 000 | 130 506 | 130 506 | 95 478 CHF | 96 919 CHF | 95,80% | 95,80% |
11/11/2024 | 1,68% | 0,73 CHF | 0,74 CHF | 250 000 | 250 000 | 129 884 | 129 355 | 90 710 CHF | 91 787 CHF | 99,16% | 99,16% |
08/11/2024 | 1,85% | 0,66 CHF | 0,67 CHF | 250 000 | 250 000 | 130 282 | 129 754 | 83 317 CHF | 84 442 CHF | 98,29% | 98,29% |
07/11/2024 | 1,69% | 0,64 CHF | 0,65 CHF | 250 000 | 250 000 | 131 066 | 130 585 | 84 293 CHF | 85 383 CHF | 97,13% | 97,13% |