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 | 1,32% | 0,75 CHF | 0,76 CHF | 54 000 | 54 000 | 53 628 | 53 628 | 40 255 CHF | 40 791 CHF | 99,44% | 99,44% |
19/11/2024 | 1,40% | 0,67 CHF | 0,68 CHF | 53 000 | 53 000 | 53 360 | 53 360 | 38 131 CHF | 38 665 CHF | 99,47% | 99,47% |
18/11/2024 | 1,15% | 0,88 CHF | 0,89 CHF | 55 000 | 55 000 | 54 774 | 54 774 | 47 299 CHF | 47 847 CHF | 100,00% | 100,00% |
15/11/2024 | 1,10% | 0,93 CHF | 0,94 CHF | 56 000 | 56 000 | 54 953 | 54 953 | 49 628 CHF | 50 177 CHF | 99,44% | 99,44% |
14/11/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 56 000 | 56 000 | 56 062 | 56 062 | 56 231 CHF | 56 792 CHF | 100,00% | 100,00% |
13/11/2024 | 0,97% | 0,99 CHF | 1,00 CHF | 56 000 | 56 000 | 56 460 | 56 460 | 57 717 CHF | 58 281 CHF | 100,00% | 100,00% |
12/11/2024 | 1,06% | 0,95 CHF | 0,96 CHF | 56 000 | 56 000 | 61 829 | 61 829 | 58 044 CHF | 58 662 CHF | 99,85% | 99,85% |
11/11/2024 | 0,95% | 1,01 CHF | 1,02 CHF | 75 000 | 75 000 | 75 480 | 75 480 | 79 305 CHF | 80 060 CHF | 99,70% | 99,70% |
08/11/2024 | 0,79% | 1,22 CHF | 1,23 CHF | 78 000 | 78 000 | 78 495 | 78 495 | 99 438 CHF | 100 223 CHF | 100,00% | 100,00% |
07/11/2024 | 0,70% | 1,26 CHF | 1,27 CHF | 79 000 | 79 000 | 81 048 | 81 048 | 117 008 CHF | 117 818 CHF | 98,92% | 98,92% |