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 | 1,59% | 0,65 CHF | 0,66 CHF | 310 000 | 310 000 | 137 353 | 137 353 | 88 037 CHF | 89 413 CHF | 99,90% | 99,90% |
19/11/2024 | 1,63% | 0,63 CHF | 0,64 CHF | 305 000 | 305 000 | 132 792 | 132 792 | 82 896 CHF | 84 227 CHF | 100,00% | 100,00% |
18/11/2024 | 1,71% | 0,63 CHF | 0,64 CHF | 305 000 | 305 000 | 133 019 | 133 019 | 80 216 CHF | 81 549 CHF | 99,90% | 99,90% |
15/11/2024 | 1,72% | 0,59 CHF | 0,60 CHF | 295 000 | 295 000 | 116 871 | 116 871 | 68 963 CHF | 70 134 CHF | 99,45% | 99,45% |
14/11/2024 | 1,71% | 0,59 CHF | 0,60 CHF | 295 000 | 295 000 | 131 680 | 131 680 | 77 739 CHF | 79 059 CHF | 100,00% | 100,00% |
13/11/2024 | 1,74% | 0,59 CHF | 0,60 CHF | 295 000 | 295 000 | 131 702 | 131 702 | 76 506 CHF | 77 825 CHF | 100,00% | 100,00% |
12/11/2024 | 1,72% | 0,58 CHF | 0,59 CHF | 295 000 | 295 000 | 131 910 | 131 910 | 77 237 CHF | 78 558 CHF | 99,87% | 99,87% |
11/11/2024 | 1,72% | 0,58 CHF | 0,59 CHF | 295 000 | 295 000 | 132 684 | 132 684 | 77 538 CHF | 78 867 CHF | 99,60% | 99,60% |
08/11/2024 | 1,71% | 0,59 CHF | 0,60 CHF | 300 000 | 300 000 | 134 912 | 134 912 | 79 430 CHF | 80 781 CHF | 100,00% | 100,00% |
07/11/2024 | 1,71% | 0,59 CHF | 0,60 CHF | 300 000 | 300 000 | 130 875 | 130 875 | 77 121 CHF | 78 432 CHF | 99,90% | 99,90% |