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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1,38% | 0,72 CHF | 0,73 CHF | 285 000 | 285 000 | 125 147 | 125 147 | 91 746 CHF | 93 000 CHF | 100,00% | 100,00% |
22/11/2024 | 1,29% | 0,77 CHF | 0,78 CHF | 290 000 | 290 000 | 130 829 | 130 829 | 102 482 CHF | 103 792 CHF | 100,00% | 100,00% |
20/11/2024 | 1,24% | 0,83 CHF | 0,84 CHF | 310 000 | 310 000 | 137 345 | 137 345 | 112 768 CHF | 114 144 CHF | 99,89% | 99,89% |
19/11/2024 | 1,27% | 0,81 CHF | 0,82 CHF | 305 000 | 305 000 | 132 788 | 132 788 | 106 770 CHF | 108 100 CHF | 100,00% | 100,00% |
18/11/2024 | 1,31% | 0,81 CHF | 0,82 CHF | 305 000 | 305 000 | 133 012 | 133 012 | 104 180 CHF | 105 513 CHF | 99,89% | 99,89% |
15/11/2024 | 1,32% | 0,77 CHF | 0,78 CHF | 295 000 | 295 000 | 116 868 | 116 868 | 90 060 CHF | 91 231 CHF | 99,45% | 99,45% |
14/11/2024 | 1,32% | 0,77 CHF | 0,78 CHF | 295 000 | 295 000 | 131 686 | 131 686 | 101 503 CHF | 102 823 CHF | 100,00% | 100,00% |
13/11/2024 | 1,33% | 0,77 CHF | 0,78 CHF | 295 000 | 295 000 | 131 707 | 131 707 | 100 192 CHF | 101 512 CHF | 100,00% | 100,00% |
12/11/2024 | 1,32% | 0,76 CHF | 0,77 CHF | 295 000 | 295 000 | 131 875 | 131 875 | 100 901 CHF | 102 223 CHF | 99,88% | 99,88% |
11/11/2024 | 1,32% | 0,76 CHF | 0,77 CHF | 295 000 | 295 000 | 132 673 | 132 673 | 101 384 CHF | 102 713 CHF | 99,59% | 99,59% |