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 | 2,52% | 0,91 CHF | 0,92 CHF | 195 000 | 195 000 | 86 991 | 86 991 | 79 511 CHF | 81 086 CHF | 99,90% | 99,90% |
19/11/2024 | 2,47% | 0,93 CHF | 0,94 CHF | 195 000 | 195 000 | 80 363 | 80 363 | 76 518 CHF | 77 963 CHF | 100,00% | 100,00% |
18/11/2024 | 1,85% | 1,00 CHF | 1,01 CHF | 200 000 | 200 000 | 89 574 | 89 574 | 91 489 CHF | 92 891 CHF | 99,90% | 99,90% |
15/11/2024 | 1,69% | 1,05 CHF | 1,06 CHF | 205 000 | 205 000 | 91 454 | 91 454 | 96 404 CHF | 97 791 CHF | 99,90% | 99,90% |
14/11/2024 | 2,20% | 1,02 CHF | 1,03 CHF | 200 000 | 200 000 | 68 836 | 68 836 | 69 664 CHF | 70 700 CHF | 100,00% | 100,00% |
13/11/2024 | 2,50% | 0,97 CHF | 0,98 CHF | 200 000 | 200 000 | 87 829 | 87 829 | 82 584 CHF | 84 167 CHF | 100,00% | 100,00% |
12/11/2024 | 2,67% | 0,94 CHF | 0,95 CHF | 195 000 | 195 000 | 86 077 | 86 077 | 75 947 CHF | 77 497 CHF | 99,85% | 99,85% |
11/11/2024 | 2,90% | 0,85 CHF | 0,86 CHF | 190 000 | 190 000 | 83 950 | 83 950 | 68 349 CHF | 69 863 CHF | 99,55% | 99,55% |
08/11/2024 | 2,85% | 0,82 CHF | 0,83 CHF | 190 000 | 190 000 | 85 222 | 85 222 | 69 567 CHF | 71 107 CHF | 99,46% | 99,46% |
07/11/2024 | 2,69% | 0,82 CHF | 0,83 CHF | 190 000 | 190 000 | 85 392 | 85 392 | 72 033 CHF | 73 581 CHF | 100,00% | 100,00% |