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 | 2,15% | 0,72 CHF | 0,73 CHF | 194 000 | 194 000 | 86 908 | 86 908 | 62 178 CHF | 63 307 CHF | 99,90% | 99,90% |
19/11/2024 | 2,11% | 0,72 CHF | 0,73 CHF | 196 000 | 196 000 | 86 984 | 86 984 | 63 524 CHF | 64 653 CHF | 100,00% | 100,00% |
18/11/2024 | 1,93% | 0,78 CHF | 0,79 CHF | 192 000 | 192 000 | 85 332 | 85 332 | 67 188 CHF | 68 295 CHF | 99,90% | 99,90% |
15/11/2024 | 2,13% | 0,76 CHF | 0,77 CHF | 192 000 | 192 000 | 72 263 | 72 263 | 59 626 CHF | 60 684 CHF | 97,10% | 97,10% |
14/11/2024 | 1,75% | 0,88 CHF | 0,89 CHF | 186 000 | 186 000 | 82 714 | 82 714 | 73 255 CHF | 74 331 CHF | 100,00% | 100,00% |
13/11/2024 | 1,58% | 0,92 CHF | 0,93 CHF | 186 000 | 186 000 | 81 311 | 81 311 | 77 632 CHF | 78 678 CHF | 100,00% | 100,00% |
12/11/2024 | 1,60% | 0,93 CHF | 0,94 CHF | 186 000 | 186 000 | 82 112 | 82 112 | 79 009 CHF | 80 073 CHF | 100,00% | 100,00% |
11/11/2024 | 1,60% | 1,09 CHF | 1,10 CHF | 178 000 | 178 000 | 75 293 | 75 293 | 84 308 CHF | 85 318 CHF | 99,90% | 99,90% |
08/11/2024 | 1,43% | 1,03 CHF | 1,04 CHF | 182 000 | 182 000 | 79 265 | 79 265 | 86 649 CHF | 87 678 CHF | 99,20% | 99,20% |
07/11/2024 | 1,24% | 1,27 CHF | 1,28 CHF | 172 000 | 172 000 | 77 382 | 77 382 | 97 304 CHF | 98 311 CHF | 100,00% | 100,00% |