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 | 2,47% | 0,63 CHF | 0,64 CHF | 194 000 | 194 000 | 86 908 | 86 908 | 54 123 CHF | 55 252 CHF | 99,90% | 99,90% |
19/11/2024 | 2,42% | 0,63 CHF | 0,64 CHF | 196 000 | 196 000 | 86 982 | 86 982 | 55 389 CHF | 56 518 CHF | 100,00% | 100,00% |
18/11/2024 | 2,19% | 0,69 CHF | 0,70 CHF | 192 000 | 192 000 | 85 332 | 85 332 | 59 197 CHF | 60 305 CHF | 99,90% | 99,90% |
15/11/2024 | 2,37% | 0,66 CHF | 0,67 CHF | 192 000 | 192 000 | 72 062 | 72 062 | 52 743 CHF | 53 798 CHF | 97,52% | 97,52% |
14/11/2024 | 1,77% | 0,79 CHF | 0,80 CHF | 186 000 | 186 000 | 91 390 | 91 390 | 72 864 CHF | 73 960 CHF | 72,96% | 100,00% |
13/11/2024 | 1,74% | 0,83 CHF | 0,84 CHF | 186 000 | 186 000 | 81 309 | 81 309 | 70 076 CHF | 71 122 CHF | 100,00% | 100,00% |
12/11/2024 | 1,76% | 0,83 CHF | 0,84 CHF | 186 000 | 186 000 | 82 118 | 82 118 | 71 368 CHF | 72 433 CHF | 100,00% | 100,00% |
11/11/2024 | 1,75% | 0,99 CHF | 1,00 CHF | 178 000 | 178 000 | 75 293 | 75 293 | 77 349 CHF | 78 359 CHF | 99,90% | 99,90% |
08/11/2024 | 1,56% | 0,94 CHF | 0,95 CHF | 182 000 | 182 000 | 79 269 | 79 269 | 79 375 CHF | 80 404 CHF | 99,20% | 99,20% |
07/11/2024 | 1,34% | 1,18 CHF | 1,19 CHF | 172 000 | 172 000 | 77 381 | 77 381 | 90 226 CHF | 91 232 CHF | 100,00% | 100,00% |