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 | 1,46% | 0,72 CHF | 0,73 CHF | 182 000 | 182 000 | 80 639 | 80 639 | 56 410 CHF | 57 218 CHF | 99,90% | 99,90% |
19/11/2024 | 1,40% | 0,72 CHF | 0,73 CHF | 184 000 | 184 000 | 81 846 | 81 846 | 59 118 CHF | 59 938 CHF | 100,00% | 100,00% |
18/11/2024 | 1,39% | 0,72 CHF | 0,73 CHF | 182 000 | 182 000 | 81 457 | 81 457 | 59 235 CHF | 60 051 CHF | 99,90% | 99,90% |
15/11/2024 | 1,44% | 0,74 CHF | 0,75 CHF | 182 000 | 182 000 | 80 590 | 80 590 | 57 538 CHF | 58 345 CHF | 99,90% | 99,90% |
14/11/2024 | 1,49% | 0,69 CHF | 0,70 CHF | 180 000 | 180 000 | 80 150 | 80 150 | 54 951 CHF | 55 754 CHF | 100,00% | 100,00% |
13/11/2024 | 1,52% | 0,68 CHF | 0,69 CHF | 180 000 | 180 000 | 80 283 | 80 283 | 53 918 CHF | 54 722 CHF | 100,00% | 100,00% |
12/11/2024 | 1,55% | 0,66 CHF | 0,67 CHF | 178 000 | 178 000 | 79 877 | 79 877 | 52 191 CHF | 52 991 CHF | 99,87% | 99,87% |
11/11/2024 | 1,60% | 0,65 CHF | 0,66 CHF | 178 000 | 178 000 | 79 822 | 79 822 | 50 897 CHF | 51 697 CHF | 99,59% | 99,59% |
08/11/2024 | 1,61% | 0,63 CHF | 0,64 CHF | 178 000 | 178 000 | 80 233 | 80 233 | 50 498 CHF | 51 302 CHF | 99,22% | 99,22% |
07/11/2024 | 1,61% | 0,63 CHF | 0,64 CHF | 180 000 | 180 000 | 80 087 | 80 087 | 50 426 CHF | 51 229 CHF | 99,89% | 99,89% |