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 | 1,27% | 0,76 CHF | 0,77 CHF | 300 000 | 300 000 | 163 481 | 163 481 | 129 601 CHF | 131 239 CHF | 99,77% | 99,77% |
19/11/2024 | 1,52% | 0,78 CHF | 0,79 CHF | 300 000 | 300 000 | 158 281 | 158 281 | 118 302 CHF | 120 080 CHF | 99,54% | 99,54% |
18/11/2024 | 1,39% | 0,75 CHF | 0,76 CHF | 310 000 | 310 000 | 170 183 | 170 183 | 124 358 CHF | 126 063 CHF | 99,90% | 99,90% |
15/11/2024 | 1,35% | 0,70 CHF | 0,71 CHF | 310 000 | 310 000 | 164 111 | 164 111 | 122 123 CHF | 123 767 CHF | 92,82% | 92,82% |
14/11/2024 | 1,28% | 0,78 CHF | 0,79 CHF | 300 000 | 300 000 | 159 185 | 159 185 | 130 878 CHF | 132 531 CHF | 96,14% | 96,14% |
13/11/2024 | 1,18% | 0,84 CHF | 0,85 CHF | 290 000 | 290 000 | 157 653 | 157 653 | 136 545 CHF | 138 127 CHF | 100,00% | 100,00% |
12/11/2024 | 1,20% | 0,85 CHF | 0,86 CHF | 290 000 | 290 000 | 160 975 | 160 975 | 138 229 CHF | 139 845 CHF | 99,90% | 99,90% |
11/11/2024 | 1,23% | 0,85 CHF | 0,86 CHF | 290 000 | 290 000 | 161 091 | 161 091 | 134 475 CHF | 136 092 CHF | 99,90% | 99,90% |
08/11/2024 | 1,22% | 0,82 CHF | 0,83 CHF | 290 000 | 290 000 | 157 947 | 157 947 | 132 859 CHF | 134 447 CHF | 93,53% | 93,53% |
07/11/2024 | 1,26% | 0,83 CHF | 0,84 CHF | 300 000 | 300 000 | 162 788 | 162 788 | 132 802 CHF | 134 437 CHF | 93,56% | 93,56% |