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 | 1,40% | 0,67 CHF | 0,68 CHF | 220 000 | 220 000 | 116 259 | 116 259 | 83 252 CHF | 84 417 CHF | 99,77% | 99,77% |
19/11/2024 | 1,74% | 0,70 CHF | 0,71 CHF | 230 000 | 230 000 | 120 758 | 120 758 | 78 761 CHF | 80 118 CHF | 99,54% | 99,54% |
18/11/2024 | 1,59% | 0,65 CHF | 0,66 CHF | 25 000 | 25 000 | 128 849 | 128 849 | 81 939 CHF | 83 230 CHF | 99,90% | 99,90% |
15/11/2024 | 1,54% | 0,59 CHF | 0,60 CHF | 230 000 | 230 000 | 131 193 | 131 193 | 85 406 CHF | 86 720 CHF | 99,47% | 99,47% |
14/11/2024 | 1,39% | 0,69 CHF | 0,70 CHF | 220 000 | 220 000 | 116 525 | 116 525 | 88 083 CHF | 89 292 CHF | 100,00% | 100,00% |
13/11/2024 | 1,24% | 0,79 CHF | 0,80 CHF | 200 000 | 200 000 | 108 723 | 108 723 | 89 378 CHF | 90 469 CHF | 100,00% | 100,00% |
12/11/2024 | 1,27% | 0,81 CHF | 0,82 CHF | 210 000 | 210 000 | 118 532 | 118 532 | 96 502 CHF | 97 692 CHF | 99,90% | 99,90% |
11/11/2024 | 1,32% | 0,80 CHF | 0,81 CHF | 220 000 | 220 000 | 120 071 | 120 071 | 93 651 CHF | 94 856 CHF | 99,90% | 99,90% |
08/11/2024 | 1,29% | 0,76 CHF | 0,77 CHF | 210 000 | 210 000 | 118 504 | 118 504 | 93 788 CHF | 94 980 CHF | 99,06% | 99,06% |
07/11/2024 | 1,35% | 0,78 CHF | 0,79 CHF | 220 000 | 220 000 | 124 656 | 124 656 | 94 971 CHF | 96 223 CHF | 100,00% | 100,00% |