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 | 1,17% | 0,89 CHF | 0,90 CHF | 182 000 | 182 000 | 80 638 | 80 638 | 70 439 CHF | 71 247 CHF | 99,90% | 99,90% |
19/11/2024 | 1,13% | 0,90 CHF | 0,91 CHF | 184 000 | 184 000 | 81 844 | 81 844 | 73 378 CHF | 74 197 CHF | 100,00% | 100,00% |
18/11/2024 | 1,13% | 0,89 CHF | 0,90 CHF | 182 000 | 182 000 | 81 455 | 81 455 | 73 343 CHF | 74 159 CHF | 99,90% | 99,90% |
15/11/2024 | 1,15% | 0,91 CHF | 0,92 CHF | 182 000 | 182 000 | 80 589 | 80 589 | 71 567 CHF | 72 374 CHF | 99,90% | 99,90% |
14/11/2024 | 1,19% | 0,87 CHF | 0,88 CHF | 180 000 | 180 000 | 80 147 | 80 147 | 68 781 CHF | 69 584 CHF | 100,00% | 100,00% |
13/11/2024 | 1,21% | 0,85 CHF | 0,86 CHF | 180 000 | 180 000 | 80 286 | 80 286 | 67 840 CHF | 68 644 CHF | 100,00% | 100,00% |
12/11/2024 | 1,23% | 0,83 CHF | 0,84 CHF | 178 000 | 178 000 | 79 878 | 79 878 | 66 031 CHF | 66 831 CHF | 99,85% | 99,85% |
11/11/2024 | 1,26% | 0,82 CHF | 0,83 CHF | 178 000 | 178 000 | 79 817 | 79 817 | 64 603 CHF | 65 403 CHF | 99,60% | 99,60% |
08/11/2024 | 1,27% | 0,80 CHF | 0,81 CHF | 178 000 | 178 000 | 80 224 | 80 224 | 64 261 CHF | 65 065 CHF | 99,24% | 99,24% |
07/11/2024 | 1,26% | 0,80 CHF | 0,81 CHF | 180 000 | 180 000 | 80 087 | 80 087 | 64 148 CHF | 64 950 CHF | 99,89% | 99,89% |