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 | 1,62% | 0,59 CHF | 0,60 CHF | 174 000 | 174 000 | 63 974 | 63 974 | 39 541 CHF | 40 183 CHF | 99,82% | 99,82% |
19/11/2024 | 1,70% | 0,58 CHF | 0,59 CHF | 176 000 | 176 000 | 65 008 | 65 008 | 38 466 CHF | 39 117 CHF | 100,00% | 100,00% |
18/11/2024 | 1,76% | 0,61 CHF | 0,62 CHF | 174 000 | 174 000 | 65 041 | 65 041 | 37 344 CHF | 37 995 CHF | 99,90% | 99,90% |
15/11/2024 | 1,57% | 0,57 CHF | 0,58 CHF | 174 000 | 174 000 | 63 567 | 63 567 | 39 889 CHF | 40 526 CHF | 99,47% | 99,47% |
14/11/2024 | 1,31% | 0,74 CHF | 0,75 CHF | 168 000 | 168 000 | 60 703 | 60 703 | 46 956 CHF | 47 564 CHF | 100,00% | 100,00% |
13/11/2024 | 1,18% | 0,75 CHF | 0,76 CHF | 168 000 | 168 000 | 60 936 | 60 936 | 50 781 CHF | 51 391 CHF | 100,00% | 100,00% |
12/11/2024 | 1,04% | 0,85 CHF | 0,86 CHF | 166 000 | 166 000 | 58 112 | 58 112 | 53 524 CHF | 54 106 CHF | 99,47% | 99,47% |
11/11/2024 | 0,86% | 1,08 CHF | 1,09 CHF | 158 000 | 158 000 | 57 801 | 57 801 | 65 622 CHF | 66 201 CHF | 99,89% | 99,89% |
08/11/2024 | 0,81% | 1,28 CHF | 1,29 CHF | 152 000 | 152 000 | 56 115 | 56 115 | 70 241 CHF | 70 803 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 1,27 CHF | 1,28 CHF | 152 000 | 152 000 | 56 495 | 56 495 | 72 069 CHF | 72 637 CHF | 99,76% | 99,76% |