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 | 1,53% | 0,62 CHF | 0,63 CHF | 305 000 | 305 000 | 299 942 | 299 942 | 194 154 CHF | 197 153 CHF | 99,92% | 99,92% |
19/11/2024 | 1,55% | 0,64 CHF | 0,65 CHF | 300 000 | 300 000 | 300 088 | 300 088 | 191 856 CHF | 194 857 CHF | 98,23% | 98,23% |
18/11/2024 | 1,27% | 0,76 CHF | 0,77 CHF | 290 000 | 290 000 | 288 157 | 288 157 | 226 368 CHF | 229 250 CHF | 99,87% | 99,87% |
15/11/2024 | 1,19% | 0,83 CHF | 0,84 CHF | 285 000 | 285 000 | 283 478 | 283 478 | 236 775 CHF | 239 610 CHF | 99,92% | 99,92% |
14/11/2024 | 1,11% | 0,85 CHF | 0,86 CHF | 285 000 | 285 000 | 278 040 | 278 040 | 248 770 CHF | 251 551 CHF | 97,29% | 97,29% |
13/11/2024 | 1,50% | 0,66 CHF | 0,67 CHF | 300 000 | 300 000 | 297 584 | 297 584 | 197 429 CHF | 200 404 CHF | 100,00% | 100,00% |
12/11/2024 | 1,36% | 0,65 CHF | 0,66 CHF | 300 000 | 300 000 | 291 924 | 291 924 | 213 269 CHF | 216 188 CHF | 99,25% | 99,25% |
11/11/2024 | 1,22% | 0,81 CHF | 0,82 CHF | 285 000 | 285 000 | 283 825 | 283 825 | 231 549 CHF | 234 387 CHF | 100,00% | 100,00% |
08/11/2024 | 1,27% | 0,75 CHF | 0,76 CHF | 290 000 | 290 000 | 287 691 | 287 691 | 224 639 CHF | 227 516 CHF | 98,88% | 98,88% |
07/11/2024 | 1,22% | 0,86 CHF | 0,87 CHF | 280 000 | 280 000 | 283 386 | 283 386 | 230 924 CHF | 233 758 CHF | 99,70% | 99,70% |