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 | 1,39% | 0,74 CHF | 0,75 CHF | 310 000 | 310 000 | 137 349 | 137 349 | 100 436 CHF | 101 812 CHF | 99,90% | 99,90% |
19/11/2024 | 1,43% | 0,72 CHF | 0,73 CHF | 305 000 | 305 000 | 132 787 | 132 787 | 94 855 CHF | 96 185 CHF | 100,00% | 100,00% |
18/11/2024 | 1,48% | 0,72 CHF | 0,73 CHF | 305 000 | 305 000 | 133 017 | 133 017 | 92 224 CHF | 93 557 CHF | 99,90% | 99,90% |
15/11/2024 | 1,49% | 0,68 CHF | 0,69 CHF | 295 000 | 295 000 | 116 870 | 116 870 | 79 559 CHF | 80 731 CHF | 99,45% | 99,45% |
14/11/2024 | 1,49% | 0,68 CHF | 0,69 CHF | 295 000 | 295 000 | 131 686 | 131 686 | 89 662 CHF | 90 981 CHF | 100,00% | 100,00% |
13/11/2024 | 1,51% | 0,68 CHF | 0,69 CHF | 295 000 | 295 000 | 131 702 | 131 702 | 88 375 CHF | 89 695 CHF | 100,00% | 100,00% |
12/11/2024 | 1,49% | 0,67 CHF | 0,68 CHF | 295 000 | 295 000 | 131 913 | 131 913 | 89 122 CHF | 90 443 CHF | 99,85% | 99,85% |
11/11/2024 | 1,50% | 0,67 CHF | 0,68 CHF | 295 000 | 295 000 | 132 679 | 132 679 | 89 474 CHF | 90 803 CHF | 99,56% | 99,56% |
08/11/2024 | 1,49% | 0,67 CHF | 0,68 CHF | 300 000 | 300 000 | 135 396 | 135 396 | 91 828 CHF | 93 184 CHF | 99,17% | 99,17% |
07/11/2024 | 1,49% | 0,68 CHF | 0,69 CHF | 300 000 | 300 000 | 130 873 | 130 873 | 88 799 CHF | 90 110 CHF | 99,90% | 99,90% |