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% | 0,81 CHF | 0,82 CHF | 305 000 | 305 000 | 299 903 | 299 903 | 234 010 CHF | 237 009 CHF | 98,25% | 98,25% |
19/11/2024 | 1,26% | 0,79 CHF | 0,80 CHF | 300 000 | 300 000 | 300 064 | 300 064 | 236 444 CHF | 239 444 CHF | 95,41% | 95,41% |
18/11/2024 | 1,54% | 0,67 CHF | 0,68 CHF | 290 000 | 290 000 | 288 138 | 288 138 | 186 247 CHF | 189 128 CHF | 98,87% | 98,87% |
15/11/2024 | 1,65% | 0,60 CHF | 0,61 CHF | 285 000 | 285 000 | 283 464 | 283 464 | 170 742 CHF | 173 577 CHF | 98,53% | 98,53% |
14/11/2024 | 1,84% | 0,59 CHF | 0,60 CHF | 285 000 | 285 000 | 278 045 | 278 045 | 150 756 CHF | 153 536 CHF | 94,92% | 94,92% |
13/11/2024 | 1,28% | 0,77 CHF | 0,78 CHF | 300 000 | 300 000 | 297 548 | 297 548 | 230 492 CHF | 233 467 CHF | 98,10% | 98,10% |
12/11/2024 | 1,41% | 0,79 CHF | 0,80 CHF | 300 000 | 300 000 | 291 915 | 291 915 | 206 424 CHF | 209 343 CHF | 97,84% | 97,84% |
11/11/2024 | 1,59% | 0,63 CHF | 0,64 CHF | 285 000 | 285 000 | 283 816 | 283 816 | 177 196 CHF | 180 034 CHF | 99,29% | 99,29% |
08/11/2024 | 1,50% | 0,69 CHF | 0,70 CHF | 290 000 | 290 000 | 287 679 | 287 679 | 191 058 CHF | 193 935 CHF | 97,74% | 97,74% |
07/11/2024 | 1,56% | 0,59 CHF | 0,60 CHF | 280 000 | 280 000 | 283 345 | 283 345 | 180 300 CHF | 183 133 CHF | 97,04% | 97,04% |