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 | 0,67% | 1,48 CHF | 1,49 CHF | 83 000 | 83 000 | 82 353 | 82 353 | 123 256 CHF | 124 079 CHF | 99,43% | 99,43% |
19/11/2024 | 0,69% | 1,45 CHF | 1,46 CHF | 84 000 | 84 000 | 84 029 | 84 029 | 120 614 CHF | 121 454 CHF | 97,86% | 97,86% |
18/11/2024 | 0,63% | 1,57 CHF | 1,58 CHF | 81 000 | 81 000 | 80 509 | 80 509 | 127 506 CHF | 128 311 CHF | 99,89% | 99,89% |
15/11/2024 | 0,60% | 1,60 CHF | 1,61 CHF | 79 000 | 79 000 | 77 719 | 77 719 | 128 481 CHF | 129 258 CHF | 100,00% | 100,00% |
14/11/2024 | 0,61% | 1,71 CHF | 1,72 CHF | 77 000 | 77 000 | 77 824 | 77 824 | 128 111 CHF | 128 889 CHF | 98,55% | 98,55% |
13/11/2024 | 0,62% | 1,59 CHF | 1,60 CHF | 79 000 | 79 000 | 78 894 | 78 894 | 126 108 CHF | 126 897 CHF | 100,00% | 100,00% |
12/11/2024 | 0,62% | 1,55 CHF | 1,56 CHF | 80 000 | 80 000 | 78 903 | 78 903 | 126 662 CHF | 127 451 CHF | 99,88% | 99,88% |
11/11/2024 | 0,63% | 1,61 CHF | 1,62 CHF | 79 000 | 79 000 | 79 123 | 79 123 | 125 546 CHF | 126 337 CHF | 100,00% | 100,00% |
08/11/2024 | 0,65% | 1,55 CHF | 1,56 CHF | 80 000 | 80 000 | 80 021 | 80 021 | 123 129 CHF | 123 930 CHF | 98,60% | 98,60% |
07/11/2024 | 0,63% | 1,56 CHF | 1,57 CHF | 80 000 | 80 000 | 78 778 | 78 778 | 125 644 CHF | 126 432 CHF | 100,00% | 100,00% |