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 | 1,60% | 0,59 CHF | 0,60 CHF | 330 000 | 330 000 | 176 426 | 176 426 | 110 300 CHF | 112 068 CHF | 99,77% | 99,77% |
19/11/2024 | 1,94% | 0,62 CHF | 0,63 CHF | 340 000 | 340 000 | 176 561 | 176 561 | 103 258 CHF | 105 243 CHF | 99,54% | 99,54% |
18/11/2024 | 1,78% | 0,58 CHF | 0,59 CHF | 350 000 | 350 000 | 191 202 | 191 202 | 108 911 CHF | 110 827 CHF | 99,90% | 99,90% |
15/11/2024 | 1,71% | 0,54 CHF | 0,55 CHF | 340 000 | 340 000 | 185 643 | 185 643 | 108 232 CHF | 110 091 CHF | 97,31% | 97,31% |
14/11/2024 | 1,61% | 0,61 CHF | 0,62 CHF | 320 000 | 320 000 | 172 126 | 172 126 | 112 320 CHF | 114 105 CHF | 99,17% | 99,17% |
13/11/2024 | 1,47% | 0,67 CHF | 0,68 CHF | 310 000 | 310 000 | 172 837 | 172 837 | 119 810 CHF | 121 546 CHF | 100,00% | 100,00% |
12/11/2024 | 1,50% | 0,68 CHF | 0,69 CHF | 320 000 | 320 000 | 173 308 | 173 308 | 119 172 CHF | 120 912 CHF | 99,90% | 99,90% |
11/11/2024 | 1,54% | 0,68 CHF | 0,69 CHF | 320 000 | 320 000 | 173 585 | 173 585 | 115 620 CHF | 117 362 CHF | 99,90% | 99,90% |
08/11/2024 | 1,52% | 0,65 CHF | 0,66 CHF | 320 000 | 320 000 | 174 083 | 174 083 | 116 929 CHF | 118 679 CHF | 98,02% | 98,02% |
07/11/2024 | 1,58% | 0,66 CHF | 0,67 CHF | 330 000 | 330 000 | 183 702 | 183 702 | 119 320 CHF | 121 165 CHF | 98,99% | 98,99% |