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 | 1,73% | 0,83 CHF | 0,84 CHF | 132 000 | 132 000 | 58 468 | 58 468 | 51 286 CHF | 52 046 CHF | 99,39% | 99,39% |
19/11/2024 | 1,72% | 0,89 CHF | 0,90 CHF | 131 000 | 131 000 | 58 565 | 58 565 | 52 019 CHF | 52 780 CHF | 100,00% | 100,00% |
18/11/2024 | 1,70% | 0,91 CHF | 0,92 CHF | 130 000 | 130 000 | 58 097 | 58 097 | 52 336 CHF | 53 092 CHF | 99,68% | 99,68% |
15/11/2024 | 1,72% | 0,91 CHF | 0,92 CHF | 130 000 | 130 000 | 58 117 | 58 117 | 52 490 CHF | 53 245 CHF | 100,00% | 100,00% |
14/11/2024 | 1,68% | 0,90 CHF | 0,91 CHF | 130 000 | 130 000 | 58 307 | 58 307 | 53 377 CHF | 54 138 CHF | 98,47% | 98,47% |
13/11/2024 | 1,59% | 0,91 CHF | 0,92 CHF | 130 000 | 130 000 | 57 511 | 57 511 | 54 516 CHF | 55 263 CHF | 99,09% | 99,09% |
12/11/2024 | 1,57% | 0,99 CHF | 1,00 CHF | 128 000 | 128 000 | 57 718 | 57 718 | 56 573 CHF | 57 322 CHF | 99,81% | 99,81% |
11/11/2024 | 1,60% | 1,00 CHF | 1,01 CHF | 128 000 | 128 000 | 57 768 | 57 768 | 56 565 CHF | 57 318 CHF | 99,90% | 99,90% |
08/11/2024 | 1,72% | 0,94 CHF | 0,95 CHF | 130 000 | 130 000 | 59 196 | 59 196 | 53 520 CHF | 54 288 CHF | 99,04% | 99,04% |
07/11/2024 | 1,69% | 0,88 CHF | 0,89 CHF | 133 000 | 133 000 | 59 035 | 59 035 | 53 106 CHF | 53 871 CHF | 99,96% | 99,96% |