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 | 1,72% | 0,84 CHF | 0,85 CHF | 132 000 | 132 000 | 58 460 | 58 460 | 51 599 CHF | 52 359 CHF | 99,34% | 99,34% |
19/11/2024 | 1,71% | 0,90 CHF | 0,91 CHF | 131 000 | 131 000 | 58 576 | 58 576 | 52 311 CHF | 53 071 CHF | 100,00% | 100,00% |
18/11/2024 | 1,68% | 0,91 CHF | 0,92 CHF | 130 000 | 130 000 | 58 172 | 58 172 | 52 773 CHF | 53 530 CHF | 99,78% | 99,78% |
15/11/2024 | 1,71% | 0,91 CHF | 0,92 CHF | 130 000 | 130 000 | 58 101 | 58 101 | 52 751 CHF | 53 507 CHF | 100,00% | 100,00% |
14/11/2024 | 1,67% | 0,91 CHF | 0,92 CHF | 130 000 | 130 000 | 58 303 | 58 303 | 53 593 CHF | 54 353 CHF | 98,56% | 98,56% |
13/11/2024 | 1,57% | 0,91 CHF | 0,92 CHF | 130 000 | 130 000 | 57 751 | 57 751 | 55 078 CHF | 55 827 CHF | 99,80% | 99,80% |
12/11/2024 | 1,56% | 0,99 CHF | 1,00 CHF | 128 000 | 128 000 | 57 701 | 57 701 | 56 835 CHF | 57 584 CHF | 99,88% | 99,88% |
11/11/2024 | 1,60% | 1,00 CHF | 1,01 CHF | 128 000 | 128 000 | 57 767 | 57 767 | 56 862 CHF | 57 615 CHF | 99,90% | 99,90% |
08/11/2024 | 1,71% | 0,95 CHF | 0,96 CHF | 130 000 | 130 000 | 59 193 | 59 193 | 53 845 CHF | 54 612 CHF | 99,05% | 99,05% |
07/11/2024 | 1,69% | 0,88 CHF | 0,89 CHF | 133 000 | 133 000 | 59 023 | 59 023 | 53 375 CHF | 54 140 CHF | 100,00% | 100,00% |