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 | 1,48% | 0,69 CHF | 0,70 CHF | 193 600 | 193 600 | 86 308 | 86 308 | 59 224 CHF | 60 088 CHF | 99,90% | 99,90% |
19/11/2024 | 1,20% | 0,76 CHF | 0,77 CHF | 158 900 | 158 900 | 67 278 | 67 278 | 55 054 CHF | 55 728 CHF | 99,85% | 99,85% |
18/11/2024 | 1,36% | 0,81 CHF | 0,82 CHF | 190 800 | 190 800 | 84 727 | 84 727 | 63 718 CHF | 64 567 CHF | 98,23% | 98,23% |
15/11/2024 | 1,78% | 0,68 CHF | 0,69 CHF | 145 400 | 145 400 | 60 611 | 60 611 | 48 698 CHF | 49 475 CHF | 99,40% | 99,40% |
14/11/2024 | 1,24% | 1,21 CHF | 1,22 CHF | 103 400 | 103 400 | 47 690 | 47 690 | 56 585 CHF | 57 199 CHF | 100,00% | 100,00% |
13/11/2024 | 1,30% | 1,29 CHF | 1,30 CHF | 93 600 | 93 600 | 41 888 | 41 888 | 55 834 CHF | 56 467 CHF | 100,00% | 100,00% |
12/11/2024 | 1,16% | 1,31 CHF | 1,32 CHF | 98 200 | 98 200 | 43 886 | 43 886 | 58 958 CHF | 59 527 CHF | 99,88% | 99,88% |
11/11/2024 | 1,18% | 1,50 CHF | 1,51 CHF | 69 900 | 69 900 | 29 822 | 29 822 | 54 792 CHF | 55 324 CHF | 99,90% | 99,90% |
08/11/2024 | 1,11% | 2,20 CHF | 2,21 CHF | 50 300 | 50 300 | 21 476 | 21 476 | 56 806 CHF | 57 293 CHF | 98,90% | 98,90% |
07/11/2024 | 1,02% | 3,21 CHF | 3,22 CHF | 41 900 | 41 900 | 20 123 | 20 123 | 71 730 CHF | 72 102 CHF | 52,47% | 94,36% |