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 | 1,60% | 0,68 CHF | 0,69 CHF | 148 400 | 148 400 | 146 583 | 146 583 | 90 987 CHF | 92 453 CHF | 100,00% | 100,00% |
19/11/2024 | 1,63% | 0,63 CHF | 0,64 CHF | 157 400 | 157 400 | 157 057 | 157 057 | 95 813 CHF | 97 384 CHF | 100,00% | 100,00% |
18/11/2024 | 1,53% | 0,60 CHF | 0,61 CHF | 168 200 | 168 200 | 170 286 | 170 286 | 111 054 CHF | 112 757 CHF | 41,29% | 100,00% |
15/11/2024 | - | 0,53 CHF | - CHF | 250 600 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
14/11/2024 | - | 0,40 CHF | 0,66 CHF | 99 200 | 1 030 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
13/11/2024 | 1,10% | 0,90 CHF | 0,91 CHF | 110 500 | 110 500 | 109 860 | 109 860 | 99 197 CHF | 100 295 CHF | 100,00% | 100,00% |
12/11/2024 | - | 0,84 CHF | - CHF | 104 800 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
11/11/2024 | - | 0,84 CHF | 0,90 CHF | 96 300 | 9 700 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
08/11/2024 | 1,06% | 0,97 CHF | 0,98 CHF | 101 800 | 101 800 | 101 518 | 101 518 | 96 053 CHF | 97 068 CHF | 100,00% | 100,00% |
07/11/2024 | 1,01% | 0,94 CHF | 0,95 CHF | 80 700 | 80 700 | 81 203 | 81 203 | 79 896 CHF | 80 708 CHF | 100,00% | 100,00% |