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 | 1,47% | 0,70 CHF | 0,71 CHF | 150 000 | 150 000 | 68 116 | 68 116 | 47 422 CHF | 48 104 CHF | 99,32% | 99,32% |
19/11/2024 | 1,52% | 0,65 CHF | 0,66 CHF | 150 000 | 150 000 | 67 847 | 67 847 | 45 268 CHF | 45 951 CHF | 100,00% | 100,00% |
18/11/2024 | 1,33% | 0,74 CHF | 0,75 CHF | 140 000 | 140 000 | 65 907 | 65 907 | 49 963 CHF | 50 624 CHF | 99,80% | 99,80% |
15/11/2024 | 1,39% | 0,73 CHF | 0,74 CHF | 140 000 | 140 000 | 65 863 | 65 863 | 48 123 CHF | 48 782 CHF | 99,72% | 99,72% |
14/11/2024 | 1,28% | 0,78 CHF | 0,79 CHF | 140 000 | 140 000 | 65 338 | 65 338 | 52 166 CHF | 52 822 CHF | 98,62% | 98,62% |
13/11/2024 | 1,34% | 0,80 CHF | 0,81 CHF | 140 000 | 140 000 | 65 278 | 65 278 | 50 559 CHF | 51 215 CHF | 100,00% | 100,00% |
12/11/2024 | 1,34% | 0,77 CHF | 0,78 CHF | 140 000 | 140 000 | 65 137 | 65 137 | 50 566 CHF | 51 222 CHF | 99,76% | 99,76% |
11/11/2024 | 1,51% | 0,77 CHF | 0,78 CHF | 150 000 | 150 000 | 67 217 | 67 217 | 47 791 CHF | 48 468 CHF | 99,90% | 99,90% |
08/11/2024 | 1,74% | 0,63 CHF | 0,64 CHF | 160 000 | 160 000 | 75 171 | 75 171 | 45 036 CHF | 45 792 CHF | 99,06% | 99,06% |
07/11/2024 | 1,69% | 0,61 CHF | 0,62 CHF | 160 000 | 160 000 | 72 027 | 72 027 | 43 853 CHF | 44 577 CHF | 99,68% | 99,68% |