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 | 1,28% | 0,83 CHF | 0,84 CHF | 124 000 | 124 000 | 55 094 | 55 094 | 44 322 CHF | 44 874 CHF | 99,90% | 99,90% |
19/11/2024 | 1,33% | 0,78 CHF | 0,79 CHF | 122 000 | 122 000 | 53 230 | 53 230 | 40 891 CHF | 41 425 CHF | 100,00% | 100,00% |
18/11/2024 | 2,26% | 0,77 CHF | 0,78 CHF | 122 000 | 122 000 | 53 569 | 53 569 | 38 127 CHF | 38 821 CHF | 99,90% | 99,90% |
15/11/2024 | 2,27% | 0,68 CHF | 0,69 CHF | 118 000 | 118 000 | 47 070 | 47 070 | 31 797 CHF | 32 365 CHF | 99,45% | 99,45% |
14/11/2024 | 2,27% | 0,68 CHF | 0,69 CHF | 118 000 | 118 000 | 53 077 | 53 077 | 35 932 CHF | 36 621 CHF | 100,00% | 100,00% |
13/11/2024 | 2,31% | 0,67 CHF | 0,68 CHF | 118 000 | 118 000 | 53 084 | 53 084 | 35 156 CHF | 35 845 CHF | 100,00% | 100,00% |
12/11/2024 | 2,27% | 0,67 CHF | 0,68 CHF | 118 000 | 118 000 | 53 087 | 53 087 | 35 496 CHF | 36 186 CHF | 99,85% | 99,85% |
11/11/2024 | 2,25% | 0,66 CHF | 0,67 CHF | 118 000 | 118 000 | 52 924 | 52 924 | 35 567 CHF | 36 255 CHF | 99,61% | 99,61% |
08/11/2024 | 1,46% | 0,68 CHF | 0,69 CHF | 120 000 | 120 000 | 54 069 | 54 069 | 37 352 CHF | 37 894 CHF | 100,00% | 100,00% |
07/11/2024 | 1,64% | 0,69 CHF | 0,70 CHF | 120 000 | 120 000 | 52 350 | 52 350 | 35 951 CHF | 36 501 CHF | 99,90% | 99,90% |