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 | 1,16% | 0,80 CHF | 0,81 CHF | 90 700 | 90 700 | 89 167 | 89 167 | 76 805 CHF | 77 697 CHF | 100,00% | 100,00% |
19/11/2024 | 1,14% | 0,89 CHF | 0,90 CHF | 87 600 | 87 600 | 87 980 | 87 980 | 76 593 CHF | 77 473 CHF | 99,89% | 99,89% |
18/11/2024 | 1,13% | 0,90 CHF | 0,91 CHF | 84 500 | 84 500 | 84 505 | 84 505 | 74 431 CHF | 75 276 CHF | 100,00% | 100,00% |
15/11/2024 | 1,93% | 0,95 CHF | 0,97 CHF | 72 600 | 72 600 | 71 618 | 71 618 | 73 391 CHF | 74 824 CHF | 100,00% | 100,00% |
14/11/2024 | 1,78% | 1,12 CHF | 1,14 CHF | 73 800 | 73 800 | 73 951 | 73 951 | 82 497 CHF | 83 976 CHF | 100,00% | 100,00% |
13/11/2024 | 1,91% | 1,03 CHF | 1,05 CHF | 72 300 | 72 300 | 72 096 | 72 096 | 74 780 CHF | 76 222 CHF | 100,00% | 100,00% |
12/11/2024 | 1,75% | 1,09 CHF | 1,11 CHF | 69 200 | 69 200 | 68 427 | 68 427 | 77 703 CHF | 79 072 CHF | 99,92% | 99,92% |
11/11/2024 | 1,67% | 1,17 CHF | 1,19 CHF | 69 300 | 69 300 | 69 332 | 69 332 | 82 345 CHF | 83 731 CHF | 100,00% | 100,00% |
08/11/2024 | 1,77% | 1,14 CHF | 1,16 CHF | 70 900 | 70 900 | 70 969 | 70 969 | 79 567 CHF | 80 986 CHF | 98,94% | 98,94% |
07/11/2024 | 1,76% | 1,13 CHF | 1,15 CHF | 73 300 | 73 300 | 73 410 | 73 410 | 82 825 CHF | 84 293 CHF | 100,00% | 100,00% |