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 | 1,23% | 0,81 CHF | 0,82 CHF | 244 200 | 244 200 | 89 215 | 89 215 | 73 378 CHF | 74 273 CHF | 99,82% | 99,82% |
19/11/2024 | 1,26% | 0,79 CHF | 0,80 CHF | 248 500 | 248 500 | 91 054 | 91 054 | 72 959 CHF | 73 871 CHF | 100,00% | 100,00% |
18/11/2024 | 1,28% | 0,82 CHF | 0,83 CHF | 254 200 | 254 200 | 94 350 | 94 350 | 74 544 CHF | 75 489 CHF | 99,90% | 99,90% |
15/11/2024 | 1,20% | 0,79 CHF | 0,80 CHF | 234 300 | 234 300 | 84 410 | 84 410 | 70 377 CHF | 71 223 CHF | 99,47% | 99,47% |
14/11/2024 | 1,07% | 0,92 CHF | 0,93 CHF | 218 500 | 218 500 | 78 612 | 78 612 | 74 905 CHF | 75 693 CHF | 100,00% | 100,00% |
13/11/2024 | 0,98% | 0,94 CHF | 0,95 CHF | 191 000 | 191 000 | 68 934 | 68 934 | 69 856 CHF | 70 547 CHF | 100,00% | 100,00% |
12/11/2024 | 0,87% | 1,02 CHF | 1,03 CHF | 163 900 | 163 900 | 57 237 | 57 237 | 62 812 CHF | 63 386 CHF | 99,47% | 99,47% |
11/11/2024 | 0,73% | 1,26 CHF | 1,27 CHF | 141 800 | 141 800 | 51 398 | 51 398 | 68 509 CHF | 69 024 CHF | 99,89% | 99,89% |
08/11/2024 | 0,69% | 1,50 CHF | 1,51 CHF | 130 800 | 130 800 | 47 914 | 47 914 | 70 551 CHF | 71 031 CHF | 100,00% | 100,00% |
07/11/2024 | 0,69% | 1,50 CHF | 1,51 CHF | 136 200 | 136 200 | 50 431 | 50 431 | 75 834 CHF | 76 341 CHF | 99,76% | 99,76% |