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 | 1,15% | 0,91 CHF | 0,92 CHF | 182 000 | 182 000 | 80 642 | 80 642 | 71 467 CHF | 72 275 CHF | 99,90% | 99,90% |
19/11/2024 | 1,12% | 0,91 CHF | 0,92 CHF | 184 000 | 184 000 | 81 845 | 81 845 | 74 410 CHF | 75 230 CHF | 100,00% | 100,00% |
18/11/2024 | 1,11% | 0,90 CHF | 0,91 CHF | 182 000 | 182 000 | 81 460 | 81 460 | 74 330 CHF | 75 146 CHF | 99,90% | 99,90% |
15/11/2024 | 1,14% | 0,92 CHF | 0,93 CHF | 182 000 | 182 000 | 80 592 | 80 592 | 72 561 CHF | 73 368 CHF | 99,90% | 99,90% |
14/11/2024 | 1,17% | 0,88 CHF | 0,89 CHF | 180 000 | 180 000 | 80 150 | 80 150 | 69 697 CHF | 70 500 CHF | 100,00% | 100,00% |
13/11/2024 | 1,19% | 0,86 CHF | 0,87 CHF | 180 000 | 180 000 | 80 284 | 80 284 | 68 756 CHF | 69 560 CHF | 100,00% | 100,00% |
12/11/2024 | 1,21% | 0,84 CHF | 0,85 CHF | 178 000 | 178 000 | 79 879 | 79 879 | 66 933 CHF | 67 733 CHF | 99,85% | 99,85% |
11/11/2024 | 1,24% | 0,83 CHF | 0,84 CHF | 178 000 | 178 000 | 79 824 | 79 824 | 65 506 CHF | 66 305 CHF | 99,55% | 99,55% |
08/11/2024 | 1,25% | 0,81 CHF | 0,82 CHF | 178 000 | 178 000 | 80 149 | 80 149 | 65 125 CHF | 65 928 CHF | 99,46% | 99,46% |
07/11/2024 | 1,25% | 0,82 CHF | 0,83 CHF | 180 000 | 180 000 | 80 087 | 80 087 | 65 080 CHF | 65 883 CHF | 99,90% | 99,90% |