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 | 1,40% | 0,73 CHF | 0,74 CHF | 220 000 | 220 000 | 99 661 | 99 661 | 72 264 CHF | 73 262 CHF | 97,90% | 97,90% |
19/11/2024 | 1,43% | 0,70 CHF | 0,71 CHF | 230 000 | 230 000 | 102 385 | 102 385 | 72 329 CHF | 73 357 CHF | 97,21% | 97,21% |
18/11/2024 | 1,32% | 0,76 CHF | 0,77 CHF | 220 000 | 220 000 | 99 263 | 99 263 | 75 858 CHF | 76 853 CHF | 99,03% | 99,03% |
15/11/2024 | 1,36% | 0,75 CHF | 0,76 CHF | 220 000 | 220 000 | 99 448 | 99 448 | 74 540 CHF | 75 536 CHF | 98,68% | 98,68% |
14/11/2024 | 1,28% | 0,78 CHF | 0,79 CHF | 210 000 | 210 000 | 97 413 | 97 413 | 77 082 CHF | 78 059 CHF | 97,23% | 97,23% |
13/11/2024 | 1,34% | 0,79 CHF | 0,80 CHF | 210 000 | 210 000 | 96 294 | 96 294 | 74 147 CHF | 75 114 CHF | 98,00% | 98,00% |
12/11/2024 | 1,35% | 0,76 CHF | 0,77 CHF | 220 000 | 220 000 | 97 761 | 97 761 | 75 127 CHF | 76 111 CHF | 96,26% | 96,26% |
11/11/2024 | 1,44% | 0,76 CHF | 0,77 CHF | 220 000 | 220 000 | 98 433 | 98 433 | 71 884 CHF | 72 876 CHF | 97,72% | 97,72% |
08/11/2024 | 1,58% | 0,68 CHF | 0,69 CHF | 230 000 | 230 000 | 104 455 | 104 455 | 68 592 CHF | 69 642 CHF | 92,13% | 92,13% |
07/11/2024 | 1,56% | 0,66 CHF | 0,67 CHF | 230 000 | 230 000 | 100 785 | 100 785 | 66 704 CHF | 67 717 CHF | 98,38% | 98,38% |