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 | 1,77% | 0,94 CHF | 0,95 CHF | 132 000 | 132 000 | 58 456 | 58 456 | 51 808 CHF | 52 569 CHF | 99,33% | 99,33% |
19/11/2024 | 1,78% | 0,87 CHF | 0,88 CHF | 131 000 | 131 000 | 58 563 | 58 563 | 51 047 CHF | 51 808 CHF | 100,00% | 100,00% |
18/11/2024 | 1,78% | 0,86 CHF | 0,87 CHF | 130 000 | 130 000 | 58 169 | 58 169 | 50 492 CHF | 51 249 CHF | 99,78% | 99,78% |
15/11/2024 | 1,75% | 0,87 CHF | 0,88 CHF | 130 000 | 130 000 | 58 101 | 58 101 | 50 691 CHF | 51 447 CHF | 100,00% | 100,00% |
14/11/2024 | 1,80% | 0,87 CHF | 0,88 CHF | 130 000 | 130 000 | 58 330 | 58 330 | 50 305 CHF | 51 066 CHF | 98,56% | 98,56% |
13/11/2024 | 1,95% | 0,86 CHF | 0,87 CHF | 130 000 | 130 000 | 57 747 | 57 747 | 47 242 CHF | 47 991 CHF | 99,80% | 99,80% |
12/11/2024 | 1,96% | 0,78 CHF | 0,79 CHF | 128 000 | 128 000 | 57 694 | 57 694 | 45 301 CHF | 46 050 CHF | 99,90% | 99,90% |
11/11/2024 | 1,92% | 0,76 CHF | 0,77 CHF | 128 000 | 128 000 | 57 763 | 57 763 | 45 212 CHF | 45 964 CHF | 99,90% | 99,90% |
08/11/2024 | 1,79% | 0,81 CHF | 0,82 CHF | 130 000 | 130 000 | 59 192 | 59 192 | 50 069 CHF | 50 836 CHF | 99,05% | 99,05% |
07/11/2024 | 1,81% | 0,88 CHF | 0,89 CHF | 133 000 | 133 000 | 59 034 | 59 034 | 50 403 CHF | 51 168 CHF | 100,00% | 100,00% |