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% | 0,82 CHF | 0,83 CHF | 182 000 | 182 000 | 80 637 | 80 637 | 64 224 CHF | 65 032 CHF | 99,90% | 99,90% |
19/11/2024 | 1,24% | 0,82 CHF | 0,83 CHF | 184 000 | 184 000 | 81 845 | 81 845 | 67 077 CHF | 67 897 CHF | 100,00% | 100,00% |
18/11/2024 | 1,23% | 0,81 CHF | 0,82 CHF | 182 000 | 182 000 | 81 455 | 81 455 | 66 989 CHF | 67 805 CHF | 99,90% | 99,90% |
15/11/2024 | 1,26% | 0,83 CHF | 0,84 CHF | 182 000 | 182 000 | 80 589 | 80 589 | 65 246 CHF | 66 054 CHF | 99,90% | 99,90% |
14/11/2024 | 1,31% | 0,79 CHF | 0,80 CHF | 180 000 | 180 000 | 80 146 | 80 146 | 62 442 CHF | 63 245 CHF | 100,00% | 100,00% |
13/11/2024 | 1,33% | 0,77 CHF | 0,78 CHF | 180 000 | 180 000 | 80 289 | 80 289 | 61 524 CHF | 62 328 CHF | 100,00% | 100,00% |
12/11/2024 | 1,36% | 0,75 CHF | 0,76 CHF | 178 000 | 178 000 | 79 879 | 79 879 | 59 751 CHF | 60 551 CHF | 99,85% | 99,85% |
11/11/2024 | 1,39% | 0,74 CHF | 0,75 CHF | 178 000 | 178 000 | 79 817 | 79 817 | 58 335 CHF | 59 135 CHF | 99,59% | 99,59% |
08/11/2024 | 1,40% | 0,72 CHF | 0,73 CHF | 178 000 | 178 000 | 80 206 | 80 206 | 58 089 CHF | 58 892 CHF | 99,24% | 99,24% |
07/11/2024 | 1,40% | 0,73 CHF | 0,74 CHF | 180 000 | 180 000 | 80 087 | 80 087 | 57 989 CHF | 58 792 CHF | 99,89% | 99,89% |