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 | 1,15% | 0,85 CHF | 0,86 CHF | 174 000 | 174 000 | 63 976 | 63 976 | 56 068 CHF | 56 710 CHF | 99,82% | 99,82% |
19/11/2024 | 1,19% | 0,83 CHF | 0,84 CHF | 176 000 | 176 000 | 65 008 | 65 008 | 55 204 CHF | 55 856 CHF | 100,00% | 100,00% |
18/11/2024 | 1,22% | 0,87 CHF | 0,88 CHF | 174 000 | 174 000 | 65 046 | 65 046 | 54 187 CHF | 54 839 CHF | 99,91% | 99,91% |
15/11/2024 | 1,12% | 0,83 CHF | 0,84 CHF | 174 000 | 174 000 | 63 569 | 63 569 | 56 349 CHF | 56 986 CHF | 99,47% | 99,47% |
14/11/2024 | 0,98% | 1,00 CHF | 1,01 CHF | 168 000 | 168 000 | 60 701 | 60 701 | 62 684 CHF | 63 292 CHF | 100,00% | 100,00% |
13/11/2024 | 0,91% | 1,01 CHF | 1,02 CHF | 168 000 | 168 000 | 60 936 | 60 936 | 66 480 CHF | 67 090 CHF | 100,00% | 100,00% |
12/11/2024 | 0,82% | 1,10 CHF | 1,11 CHF | 166 000 | 166 000 | 58 097 | 58 097 | 68 430 CHF | 69 012 CHF | 99,47% | 99,47% |
11/11/2024 | 0,71% | 1,33 CHF | 1,34 CHF | 158 000 | 158 000 | 57 802 | 57 802 | 80 447 CHF | 81 026 CHF | 99,89% | 99,89% |
08/11/2024 | 0,67% | 1,53 CHF | 1,54 CHF | 152 000 | 152 000 | 56 117 | 56 117 | 84 501 CHF | 85 063 CHF | 100,00% | 100,00% |
07/11/2024 | 0,67% | 1,52 CHF | 1,53 CHF | 152 000 | 152 000 | 56 495 | 56 495 | 86 407 CHF | 86 974 CHF | 99,76% | 99,76% |