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 | 1,69% | 0,54 CHF | 0,55 CHF | 315 000 | 315 000 | 110 280 | 110 280 | 63 333 CHF | 64 437 CHF | 99,78% | 99,78% |
19/11/2024 | 1,69% | 0,60 CHF | 0,61 CHF | 325 000 | 325 000 | 111 934 | 111 934 | 67 905 CHF | 69 026 CHF | 100,00% | 100,00% |
18/11/2024 | 1,73% | 0,59 CHF | 0,60 CHF | 320 000 | 320 000 | 110 132 | 110 132 | 64 618 CHF | 65 721 CHF | 99,90% | 99,90% |
15/11/2024 | 1,80% | 0,58 CHF | 0,59 CHF | 320 000 | 320 000 | 109 473 | 109 473 | 62 106 CHF | 63 202 CHF | 100,00% | 100,00% |
14/11/2024 | 1,80% | 0,52 CHF | 0,53 CHF | 310 000 | 310 000 | 105 378 | 105 378 | 57 748 CHF | 58 803 CHF | 100,00% | 100,00% |
13/11/2024 | 1,79% | 0,56 CHF | 0,57 CHF | 315 000 | 315 000 | 109 307 | 109 307 | 61 324 CHF | 62 419 CHF | 100,00% | 100,00% |
12/11/2024 | 1,90% | 0,55 CHF | 0,56 CHF | 315 000 | 315 000 | 109 244 | 109 244 | 59 296 CHF | 60 390 CHF | 100,00% | 100,00% |
11/11/2024 | 1,93% | 0,49 CHF | 0,50 CHF | 310 000 | 310 000 | 107 631 | 107 631 | 54 809 CHF | 55 886 CHF | 99,77% | 99,77% |
08/11/2024 | 3,28% | 0,50 CHF | 0,51 CHF | 315 000 | 315 000 | 87 357 | 87 357 | 46 101 CHF | 47 084 CHF | 99,21% | 99,21% |
07/11/2024 | - | 0,36 CHF | - CHF | 295 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,85% |