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% | 0,85 CHF | 0,86 CHF | 130 000 | 130 000 | 63 014 | 63 014 | 51 564 CHF | 52 197 CHF | 97,13% | 97,13% |
19/11/2024 | 1,33% | 0,80 CHF | 0,81 CHF | 130 000 | 130 000 | 60 320 | 60 320 | 47 137 CHF | 47 743 CHF | 94,63% | 94,63% |
18/11/2024 | 1,46% | 0,78 CHF | 0,79 CHF | 130 000 | 130 000 | 59 503 | 59 503 | 43 028 CHF | 43 625 CHF | 96,95% | 96,95% |
15/11/2024 | 1,47% | 0,70 CHF | 0,71 CHF | 130 000 | 130 000 | 51 377 | 51 377 | 35 467 CHF | 35 983 CHF | 93,62% | 93,62% |
14/11/2024 | 1,48% | 0,69 CHF | 0,70 CHF | 130 000 | 130 000 | 60 366 | 60 366 | 41 639 CHF | 42 245 CHF | 95,91% | 95,91% |
13/11/2024 | 1,51% | 0,68 CHF | 0,69 CHF | 130 000 | 130 000 | 60 376 | 60 376 | 40 877 CHF | 41 482 CHF | 97,16% | 97,16% |
12/11/2024 | 1,49% | 0,68 CHF | 0,69 CHF | 130 000 | 130 000 | 60 709 | 60 709 | 41 377 CHF | 41 986 CHF | 96,05% | 96,05% |
11/11/2024 | 1,47% | 0,68 CHF | 0,69 CHF | 130 000 | 130 000 | 62 178 | 62 178 | 42 712 CHF | 43 336 CHF | 95,61% | 95,61% |
08/11/2024 | 1,45% | 0,69 CHF | 0,70 CHF | 130 000 | 130 000 | 61 817 | 61 817 | 43 492 CHF | 44 112 CHF | 96,21% | 96,21% |
07/11/2024 | 1,45% | 0,70 CHF | 0,71 CHF | 130 000 | 130 000 | 59 818 | 59 818 | 41 907 CHF | 42 507 CHF | 93,53% | 93,53% |