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 | 1,38% | 0,75 CHF | 0,76 CHF | 310 000 | 310 000 | 137 347 | 137 347 | 101 608 CHF | 102 984 CHF | 99,90% | 99,90% |
19/11/2024 | 1,41% | 0,73 CHF | 0,74 CHF | 305 000 | 305 000 | 132 788 | 132 788 | 96 080 CHF | 97 410 CHF | 100,00% | 100,00% |
18/11/2024 | 1,46% | 0,73 CHF | 0,74 CHF | 305 000 | 305 000 | 133 012 | 133 012 | 93 421 CHF | 94 754 CHF | 99,90% | 99,90% |
15/11/2024 | 1,47% | 0,69 CHF | 0,70 CHF | 295 000 | 295 000 | 116 870 | 116 870 | 80 489 CHF | 81 660 CHF | 99,45% | 99,45% |
14/11/2024 | 1,47% | 0,69 CHF | 0,70 CHF | 295 000 | 295 000 | 131 694 | 131 694 | 90 809 CHF | 92 128 CHF | 100,00% | 100,00% |
13/11/2024 | 1,49% | 0,68 CHF | 0,69 CHF | 295 000 | 295 000 | 131 701 | 131 701 | 89 495 CHF | 90 815 CHF | 100,00% | 100,00% |
12/11/2024 | 1,48% | 0,68 CHF | 0,69 CHF | 295 000 | 295 000 | 131 909 | 131 909 | 90 189 CHF | 91 511 CHF | 99,85% | 99,85% |
11/11/2024 | 1,47% | 0,68 CHF | 0,69 CHF | 295 000 | 295 000 | 132 676 | 132 676 | 90 674 CHF | 92 003 CHF | 99,57% | 99,57% |
08/11/2024 | 1,47% | 0,68 CHF | 0,69 CHF | 300 000 | 300 000 | 134 913 | 134 913 | 92 783 CHF | 94 134 CHF | 100,00% | 100,00% |
07/11/2024 | 1,47% | 0,69 CHF | 0,70 CHF | 300 000 | 300 000 | 130 874 | 130 874 | 89 681 CHF | 90 992 CHF | 99,90% | 99,90% |