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 | 1,41% | 0,69 CHF | 0,70 CHF | 174 000 | 174 000 | 63 976 | 63 976 | 45 695 CHF | 46 336 CHF | 99,83% | 99,83% |
19/11/2024 | 1,46% | 0,67 CHF | 0,68 CHF | 176 000 | 176 000 | 65 009 | 65 009 | 44 661 CHF | 45 312 CHF | 100,00% | 100,00% |
18/11/2024 | 1,51% | 0,71 CHF | 0,72 CHF | 174 000 | 174 000 | 65 046 | 65 046 | 43 627 CHF | 44 278 CHF | 99,91% | 99,91% |
15/11/2024 | 1,37% | 0,67 CHF | 0,68 CHF | 174 000 | 174 000 | 63 570 | 63 570 | 45 987 CHF | 46 624 CHF | 99,47% | 99,47% |
14/11/2024 | 1,17% | 0,83 CHF | 0,84 CHF | 168 000 | 168 000 | 60 704 | 60 704 | 52 783 CHF | 53 391 CHF | 100,00% | 100,00% |
13/11/2024 | 1,06% | 0,85 CHF | 0,86 CHF | 168 000 | 168 000 | 60 938 | 60 938 | 56 619 CHF | 57 229 CHF | 100,00% | 100,00% |
12/11/2024 | 0,94% | 0,94 CHF | 0,95 CHF | 166 000 | 166 000 | 58 111 | 58 111 | 59 044 CHF | 59 626 CHF | 99,47% | 99,47% |
11/11/2024 | 0,80% | 1,17 CHF | 1,18 CHF | 158 000 | 158 000 | 57 802 | 57 802 | 71 120 CHF | 71 699 CHF | 99,89% | 99,89% |
08/11/2024 | 0,75% | 1,37 CHF | 1,38 CHF | 152 000 | 152 000 | 56 116 | 56 116 | 75 540 CHF | 76 102 CHF | 100,00% | 100,00% |
07/11/2024 | 0,75% | 1,37 CHF | 1,38 CHF | 152 000 | 152 000 | 56 493 | 56 493 | 77 371 CHF | 77 939 CHF | 99,76% | 99,76% |