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% | 0,87 CHF | 0,88 CHF | 80 000 | 80 000 | 36 574 | 36 574 | 32 288 CHF | 32 654 CHF | 99,34% | 99,34% |
19/11/2024 | 1,08% | 0,93 CHF | 0,94 CHF | 82 000 | 82 000 | 36 855 | 36 855 | 34 743 CHF | 35 113 CHF | 100,00% | 100,00% |
18/11/2024 | 1,03% | 0,96 CHF | 0,97 CHF | 82 000 | 82 000 | 36 831 | 36 831 | 36 083 CHF | 36 452 CHF | 99,78% | 99,78% |
15/11/2024 | 1,08% | 0,96 CHF | 0,97 CHF | 82 000 | 82 000 | 36 816 | 36 816 | 34 711 CHF | 35 080 CHF | 99,90% | 99,90% |
14/11/2024 | 1,13% | 0,95 CHF | 0,96 CHF | 82 000 | 82 000 | 36 165 | 36 165 | 33 098 CHF | 33 460 CHF | 98,50% | 98,50% |
13/11/2024 | 1,14% | 0,88 CHF | 0,89 CHF | 81 000 | 81 000 | 36 667 | 36 667 | 32 555 CHF | 32 922 CHF | 100,00% | 100,00% |
12/11/2024 | 1,17% | 0,90 CHF | 0,91 CHF | 81 000 | 81 000 | 36 560 | 36 560 | 31 921 CHF | 32 287 CHF | 99,88% | 99,88% |
11/11/2024 | 1,20% | 0,84 CHF | 0,85 CHF | 80 000 | 80 000 | 35 641 | 35 641 | 30 029 CHF | 30 386 CHF | 99,90% | 99,90% |
08/11/2024 | 1,21% | 0,82 CHF | 0,83 CHF | 80 000 | 80 000 | 36 546 | 36 546 | 30 581 CHF | 30 947 CHF | 99,05% | 99,05% |
07/11/2024 | 1,19% | 0,88 CHF | 0,89 CHF | 81 000 | 81 000 | 35 877 | 35 877 | 30 588 CHF | 30 947 CHF | 99,90% | 99,90% |