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 | 1,33% | 0,72 CHF | 0,73 CHF | 305 000 | 305 000 | 299 943 | 299 943 | 224 406 CHF | 227 405 CHF | 99,87% | 99,87% |
19/11/2024 | 1,34% | 0,74 CHF | 0,75 CHF | 300 000 | 300 000 | 300 089 | 300 089 | 222 048 CHF | 225 049 CHF | 98,32% | 98,32% |
18/11/2024 | 1,12% | 0,86 CHF | 0,87 CHF | 290 000 | 290 000 | 288 158 | 288 158 | 255 398 CHF | 258 279 CHF | 99,86% | 99,86% |
15/11/2024 | 1,06% | 0,93 CHF | 0,94 CHF | 285 000 | 285 000 | 283 476 | 283 476 | 265 443 CHF | 268 278 CHF | 99,59% | 99,59% |
14/11/2024 | 1,00% | 0,95 CHF | 0,96 CHF | 285 000 | 285 000 | 278 040 | 278 040 | 276 790 CHF | 279 570 CHF | 97,86% | 97,86% |
13/11/2024 | 1,30% | 0,77 CHF | 0,78 CHF | 300 000 | 300 000 | 297 583 | 297 583 | 227 356 CHF | 230 332 CHF | 100,00% | 100,00% |
12/11/2024 | 1,20% | 0,75 CHF | 0,76 CHF | 300 000 | 300 000 | 291 927 | 291 927 | 242 604 CHF | 245 523 CHF | 99,29% | 99,29% |
11/11/2024 | 1,08% | 0,91 CHF | 0,92 CHF | 285 000 | 285 000 | 283 825 | 283 825 | 260 205 CHF | 263 043 CHF | 99,99% | 99,99% |
08/11/2024 | 1,13% | 0,85 CHF | 0,86 CHF | 290 000 | 290 000 | 287 692 | 287 692 | 253 638 CHF | 256 515 CHF | 98,94% | 98,94% |
07/11/2024 | 1,09% | 0,96 CHF | 0,97 CHF | 280 000 | 280 000 | 283 385 | 283 385 | 259 586 CHF | 262 420 CHF | 99,78% | 99,78% |