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 | 0,81% | 1,23 CHF | 1,24 CHF | 174 000 | 174 000 | 63 971 | 63 971 | 80 223 CHF | 80 865 CHF | 99,82% | 99,82% |
19/11/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 176 000 | 176 000 | 65 009 | 65 009 | 79 613 CHF | 80 264 CHF | 100,00% | 100,00% |
18/11/2024 | 0,84% | 1,25 CHF | 1,26 CHF | 174 000 | 174 000 | 65 038 | 65 038 | 78 755 CHF | 79 407 CHF | 99,90% | 99,90% |
15/11/2024 | 0,79% | 1,21 CHF | 1,22 CHF | 174 000 | 174 000 | 63 565 | 63 565 | 80 367 CHF | 81 004 CHF | 99,47% | 99,47% |
14/11/2024 | 0,72% | 1,37 CHF | 1,38 CHF | 168 000 | 168 000 | 60 697 | 60 697 | 85 631 CHF | 86 239 CHF | 100,00% | 100,00% |
13/11/2024 | 0,68% | 1,39 CHF | 1,40 CHF | 168 000 | 168 000 | 60 936 | 60 936 | 89 396 CHF | 90 006 CHF | 100,00% | 100,00% |
12/11/2024 | 0,63% | 1,48 CHF | 1,49 CHF | 166 000 | 166 000 | 58 111 | 58 111 | 90 264 CHF | 90 846 CHF | 99,47% | 99,47% |
11/11/2024 | 0,56% | 1,71 CHF | 1,72 CHF | 158 000 | 158 000 | 57 802 | 57 802 | 102 088 CHF | 102 667 CHF | 99,89% | 99,89% |
08/11/2024 | 0,54% | 1,90 CHF | 1,91 CHF | 152 000 | 152 000 | 56 114 | 56 114 | 105 329 CHF | 105 891 CHF | 100,00% | 100,00% |
07/11/2024 | 0,54% | 1,90 CHF | 1,91 CHF | 152 000 | 152 000 | 56 493 | 56 493 | 107 387 CHF | 107 954 CHF | 99,76% | 99,76% |