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 | 1,22% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 75 620 | 75 620 | 61 884 CHF | 62 640 CHF | 99,27% | 99,27% |
19/11/2024 | 1,56% | 0,65 CHF | 0,66 CHF | 100 000 | 100 000 | 98 213 | 98 213 | 62 456 CHF | 63 438 CHF | 98,79% | 98,79% |
18/11/2024 | 1,34% | 0,69 CHF | 0,70 CHF | 75 000 | 75 000 | 75 261 | 75 261 | 55 763 CHF | 56 516 CHF | 99,05% | 99,05% |
15/11/2024 | 1,02% | 0,85 CHF | 0,86 CHF | 75 000 | 75 000 | 62 221 | 62 221 | 60 449 CHF | 61 071 CHF | 99,47% | 99,47% |
14/11/2024 | 1,13% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 71 172 | 71 172 | 62 495 CHF | 63 207 CHF | 99,49% | 99,49% |
13/11/2024 | 1,36% | 0,72 CHF | 0,73 CHF | 75 000 | 75 000 | 69 913 | 69 913 | 51 551 CHF | 52 250 CHF | 97,11% | 97,11% |
12/11/2024 | 2,40% | 0,44 CHF | 0,45 CHF | 63 000 | 63 000 | 64 415 | 64 415 | 26 485 CHF | 27 129 CHF | 99,05% | 99,05% |
11/11/2024 | 2,74% | 0,39 CHF | 0,40 CHF | 75 000 | 75 000 | 74 933 | 74 934 | 26 980 CHF | 27 729 CHF | 99,36% | 99,36% |
08/11/2024 | 2,97% | 0,33 CHF | 0,34 CHF | 88 000 | 88 000 | 83 917 | 83 917 | 27 833 CHF | 28 672 CHF | 99,38% | 99,38% |
07/11/2024 | 3,14% | 0,33 CHF | 0,34 CHF | 88 000 | 88 000 | 88 147 | 88 147 | 27 640 CHF | 28 521 CHF | 99,32% | 99,32% |