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 | 1,45% | 0,69 CHF | 0,70 CHF | 80 000 | 80 000 | 36 571 | 36 571 | 25 607 CHF | 25 973 CHF | 99,33% | 99,33% |
19/11/2024 | 1,34% | 0,74 CHF | 0,75 CHF | 82 000 | 82 000 | 36 855 | 36 855 | 27 979 CHF | 28 349 CHF | 100,00% | 100,00% |
18/11/2024 | 1,26% | 0,77 CHF | 0,78 CHF | 82 000 | 82 000 | 36 829 | 36 829 | 29 305 CHF | 29 674 CHF | 99,77% | 99,77% |
15/11/2024 | 1,34% | 0,77 CHF | 0,78 CHF | 82 000 | 82 000 | 36 816 | 36 816 | 27 915 CHF | 28 284 CHF | 99,90% | 99,90% |
14/11/2024 | 1,42% | 0,77 CHF | 0,78 CHF | 82 000 | 82 000 | 36 160 | 36 160 | 26 454 CHF | 26 817 CHF | 98,58% | 98,58% |
13/11/2024 | 1,44% | 0,69 CHF | 0,70 CHF | 81 000 | 81 000 | 36 667 | 36 667 | 25 828 CHF | 26 195 CHF | 100,00% | 100,00% |
12/11/2024 | 1,48% | 0,72 CHF | 0,73 CHF | 81 000 | 81 000 | 36 569 | 36 569 | 25 191 CHF | 25 557 CHF | 99,88% | 99,88% |
11/11/2024 | 1,53% | 0,66 CHF | 0,67 CHF | 80 000 | 80 000 | 35 641 | 35 641 | 23 531 CHF | 23 888 CHF | 99,90% | 99,90% |
08/11/2024 | 1,54% | 0,63 CHF | 0,64 CHF | 80 000 | 80 000 | 36 546 | 36 546 | 23 969 CHF | 24 335 CHF | 99,05% | 99,05% |
07/11/2024 | 1,52% | 0,69 CHF | 0,70 CHF | 81 000 | 81 000 | 35 876 | 35 876 | 24 050 CHF | 24 410 CHF | 99,90% | 99,90% |