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 | 1,16% | 0,89 CHF | 0,90 CHF | 80 000 | 80 000 | 36 594 | 36 594 | 31 983 CHF | 32 349 CHF | 99,47% | 99,47% |
19/11/2024 | 1,26% | 0,82 CHF | 0,83 CHF | 82 000 | 82 000 | 36 857 | 36 857 | 29 852 CHF | 30 222 CHF | 100,00% | 100,00% |
18/11/2024 | 1,31% | 0,80 CHF | 0,81 CHF | 82 000 | 82 000 | 36 868 | 36 868 | 28 813 CHF | 29 182 CHF | 99,88% | 99,88% |
15/11/2024 | 1,23% | 0,81 CHF | 0,82 CHF | 82 000 | 82 000 | 36 735 | 36 735 | 30 298 CHF | 30 666 CHF | 99,72% | 99,72% |
14/11/2024 | 1,16% | 0,81 CHF | 0,82 CHF | 82 000 | 82 000 | 36 100 | 36 100 | 30 806 CHF | 31 167 CHF | 98,43% | 98,43% |
13/11/2024 | 1,17% | 0,88 CHF | 0,89 CHF | 81 000 | 81 000 | 36 667 | 36 667 | 31 931 CHF | 32 298 CHF | 100,00% | 100,00% |
12/11/2024 | 1,14% | 0,86 CHF | 0,87 CHF | 81 000 | 81 000 | 36 570 | 36 570 | 32 337 CHF | 32 704 CHF | 99,88% | 99,88% |
11/11/2024 | 1,11% | 0,92 CHF | 0,93 CHF | 80 000 | 80 000 | 35 640 | 35 640 | 32 787 CHF | 33 144 CHF | 99,90% | 99,90% |
08/11/2024 | 1,11% | 0,94 CHF | 0,95 CHF | 80 000 | 80 000 | 36 547 | 36 547 | 33 428 CHF | 33 794 CHF | 99,04% | 99,04% |
07/11/2024 | 1,12% | 0,87 CHF | 0,88 CHF | 81 000 | 81 000 | 35 911 | 35 911 | 32 404 CHF | 32 764 CHF | 99,68% | 99,68% |