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 | 1,33% | 0,78 CHF | 0,79 CHF | 80 000 | 80 000 | 36 572 | 36 572 | 27 909 CHF | 28 276 CHF | 99,33% | 99,33% |
19/11/2024 | 1,45% | 0,71 CHF | 0,72 CHF | 82 000 | 82 000 | 36 855 | 36 855 | 25 808 CHF | 26 177 CHF | 100,00% | 100,00% |
18/11/2024 | 1,53% | 0,69 CHF | 0,70 CHF | 82 000 | 82 000 | 36 830 | 36 830 | 24 730 CHF | 25 099 CHF | 99,77% | 99,77% |
15/11/2024 | 1,41% | 0,70 CHF | 0,71 CHF | 82 000 | 82 000 | 36 816 | 36 816 | 26 300 CHF | 26 669 CHF | 99,90% | 99,90% |
14/11/2024 | 1,33% | 0,70 CHF | 0,71 CHF | 82 000 | 82 000 | 36 162 | 36 162 | 26 863 CHF | 27 225 CHF | 98,55% | 98,55% |
13/11/2024 | 1,33% | 0,77 CHF | 0,78 CHF | 81 000 | 81 000 | 36 667 | 36 667 | 27 900 CHF | 28 267 CHF | 100,00% | 100,00% |
12/11/2024 | 1,30% | 0,75 CHF | 0,76 CHF | 81 000 | 81 000 | 36 569 | 36 569 | 28 319 CHF | 28 686 CHF | 99,88% | 99,88% |
11/11/2024 | 1,26% | 0,81 CHF | 0,82 CHF | 80 000 | 80 000 | 35 640 | 35 640 | 28 879 CHF | 29 236 CHF | 99,90% | 99,90% |
08/11/2024 | 1,26% | 0,83 CHF | 0,84 CHF | 80 000 | 80 000 | 36 546 | 36 546 | 29 438 CHF | 29 804 CHF | 99,05% | 99,05% |
07/11/2024 | 1,27% | 0,77 CHF | 0,78 CHF | 81 000 | 81 000 | 35 877 | 35 877 | 28 463 CHF | 28 822 CHF | 99,90% | 99,90% |