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 | 1,05% | 0,94 CHF | 0,95 CHF | 174 000 | 174 000 | 63 978 | 63 978 | 61 558 CHF | 62 199 CHF | 99,83% | 99,83% |
19/11/2024 | 1,08% | 0,92 CHF | 0,93 CHF | 176 000 | 176 000 | 65 014 | 65 014 | 60 732 CHF | 61 383 CHF | 100,00% | 100,00% |
18/11/2024 | 1,10% | 0,96 CHF | 0,97 CHF | 174 000 | 174 000 | 65 047 | 65 047 | 59 773 CHF | 60 425 CHF | 99,91% | 99,91% |
15/11/2024 | 1,03% | 0,91 CHF | 0,92 CHF | 174 000 | 174 000 | 63 569 | 63 569 | 61 805 CHF | 62 442 CHF | 99,47% | 99,47% |
14/11/2024 | 0,91% | 1,08 CHF | 1,09 CHF | 168 000 | 168 000 | 60 703 | 60 703 | 67 819 CHF | 68 427 CHF | 100,00% | 100,00% |
13/11/2024 | 0,85% | 1,10 CHF | 1,11 CHF | 168 000 | 168 000 | 60 937 | 60 937 | 71 616 CHF | 72 227 CHF | 100,00% | 100,00% |
12/11/2024 | 0,77% | 1,19 CHF | 1,20 CHF | 166 000 | 166 000 | 58 124 | 58 124 | 73 337 CHF | 73 919 CHF | 99,44% | 99,44% |
11/11/2024 | 0,67% | 1,42 CHF | 1,43 CHF | 158 000 | 158 000 | 57 803 | 57 803 | 85 225 CHF | 85 804 CHF | 99,89% | 99,89% |
08/11/2024 | 0,64% | 1,61 CHF | 1,62 CHF | 152 000 | 152 000 | 56 115 | 56 115 | 89 069 CHF | 89 631 CHF | 100,00% | 100,00% |
07/11/2024 | 0,64% | 1,61 CHF | 1,62 CHF | 152 000 | 152 000 | 56 493 | 56 493 | 90 996 CHF | 91 563 CHF | 99,76% | 99,76% |