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 | 1,13% | 0,89 CHF | 0,90 CHF | 80 000 | 80 000 | 36 592 | 36 592 | 32 894 CHF | 33 260 CHF | 99,47% | 99,47% |
19/11/2024 | 1,06% | 0,94 CHF | 0,95 CHF | 82 000 | 82 000 | 36 855 | 36 855 | 35 271 CHF | 35 641 CHF | 100,00% | 100,00% |
18/11/2024 | 1,01% | 0,97 CHF | 0,98 CHF | 82 000 | 82 000 | 36 850 | 36 850 | 36 614 CHF | 36 984 CHF | 99,82% | 99,82% |
15/11/2024 | 1,06% | 0,97 CHF | 0,98 CHF | 82 000 | 82 000 | 36 735 | 36 735 | 35 145 CHF | 35 513 CHF | 99,72% | 99,72% |
14/11/2024 | 1,11% | 0,97 CHF | 0,98 CHF | 82 000 | 82 000 | 36 158 | 36 158 | 33 655 CHF | 34 018 CHF | 98,65% | 98,65% |
13/11/2024 | 1,12% | 0,89 CHF | 0,90 CHF | 81 000 | 81 000 | 36 667 | 36 667 | 33 089 CHF | 33 457 CHF | 100,00% | 100,00% |
12/11/2024 | 1,15% | 0,91 CHF | 0,92 CHF | 81 000 | 81 000 | 36 560 | 36 560 | 32 419 CHF | 32 785 CHF | 99,88% | 99,88% |
11/11/2024 | 1,18% | 0,86 CHF | 0,87 CHF | 80 000 | 80 000 | 35 640 | 35 640 | 30 552 CHF | 30 910 CHF | 99,90% | 99,90% |
08/11/2024 | 1,19% | 0,83 CHF | 0,84 CHF | 80 000 | 80 000 | 36 547 | 36 547 | 31 104 CHF | 31 470 CHF | 99,04% | 99,04% |
07/11/2024 | 1,18% | 0,89 CHF | 0,90 CHF | 81 000 | 81 000 | 35 876 | 35 876 | 31 057 CHF | 31 417 CHF | 99,90% | 99,90% |