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 | 1,05% | 0,98 CHF | 1,02 CHF | 9 700 | 9 700 | 63 628 | 63 628 | 66 648 CHF | 67 294 CHF | 98,90% | 98,90% |
19/11/2024 | 0,83% | 1,13 CHF | 1,18 CHF | 7 600 | 7 600 | 50 610 | 50 610 | 70 604 CHF | 71 120 CHF | 98,74% | 98,74% |
18/11/2024 | 0,79% | 1,45 CHF | 1,50 CHF | 8 400 | 8 400 | 53 295 | 53 295 | 75 375 CHF | 75 918 CHF | 98,94% | 98,94% |
15/11/2024 | 0,87% | 1,32 CHF | 1,36 CHF | 12 400 | 12 400 | 78 828 | 78 828 | 98 286 CHF | 99 085 CHF | 98,94% | 98,94% |
14/11/2024 | 1,15% | 0,94 CHF | 0,98 CHF | 12 400 | 12 400 | 80 455 | 80 455 | 75 536 CHF | 76 352 CHF | 98,85% | 98,85% |
13/11/2024 | 1,11% | 0,88 CHF | 0,92 CHF | 11 400 | 11 400 | 73 731 | 73 731 | 73 071 CHF | 73 819 CHF | 98,87% | 98,87% |
12/11/2024 | 1,08% | 0,99 CHF | 1,02 CHF | 14 800 | 14 800 | 95 998 | 95 998 | 93 679 CHF | 94 648 CHF | 98,76% | 98,76% |
11/11/2024 | 1,21% | 0,80 CHF | 0,84 CHF | 9 800 | 9 800 | 63 373 | 63 373 | 57 805 CHF | 58 448 CHF | 98,90% | 98,90% |
08/11/2024 | 0,97% | 1,09 CHF | 1,14 CHF | 8 100 | 8 100 | 52 959 | 52 959 | 61 918 CHF | 62 458 CHF | 97,81% | 97,81% |
07/11/2024 | 0,80% | 1,29 CHF | 1,33 CHF | 10 300 | 10 300 | 66 915 | 66 915 | 87 375 CHF | 88 049 CHF | 97,35% | 97,35% |