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 | 1,85% | 0,84 CHF | 0,85 CHF | 194 000 | 194 000 | 86 835 | 86 835 | 72 461 CHF | 73 589 CHF | 99,83% | 99,83% |
19/11/2024 | 1,82% | 0,84 CHF | 0,85 CHF | 196 000 | 196 000 | 87 008 | 87 008 | 73 792 CHF | 74 921 CHF | 99,89% | 99,89% |
18/11/2024 | 1,68% | 0,90 CHF | 0,91 CHF | 192 000 | 192 000 | 85 146 | 85 146 | 77 143 CHF | 78 249 CHF | 99,72% | 99,72% |
15/11/2024 | 1,89% | 0,88 CHF | 0,89 CHF | 192 000 | 192 000 | 70 564 | 70 564 | 66 749 CHF | 67 794 CHF | 95,15% | 95,15% |
14/11/2024 | 1,54% | 1,00 CHF | 1,01 CHF | 186 000 | 186 000 | 82 408 | 82 408 | 82 662 CHF | 83 735 CHF | 99,33% | 99,33% |
13/11/2024 | 1,41% | 1,04 CHF | 1,05 CHF | 186 000 | 186 000 | 81 237 | 81 237 | 86 971 CHF | 88 016 CHF | 99,93% | 99,93% |
12/11/2024 | 1,43% | 1,04 CHF | 1,05 CHF | 186 000 | 186 000 | 82 156 | 82 156 | 88 471 CHF | 89 535 CHF | 99,85% | 99,85% |
11/11/2024 | 1,46% | 1,20 CHF | 1,21 CHF | 178 000 | 178 000 | 75 042 | 75 042 | 92 572 CHF | 93 579 CHF | 99,65% | 99,65% |
08/11/2024 | 1,30% | 1,14 CHF | 1,15 CHF | 182 000 | 182 000 | 79 269 | 79 269 | 95 676 CHF | 96 706 CHF | 99,20% | 99,20% |
07/11/2024 | 1,14% | 1,39 CHF | 1,40 CHF | 172 000 | 172 000 | 77 377 | 77 377 | 105 928 CHF | 106 935 CHF | 100,00% | 100,00% |