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 | 1,53% | 0,63 CHF | 0,64 CHF | 161 000 | 161 000 | 158 868 | 158 868 | 102 891 CHF | 104 480 CHF | 100,00% | 100,00% |
19/11/2024 | 1,50% | 0,66 CHF | 0,67 CHF | 159 000 | 159 000 | 157 939 | 157 939 | 104 723 CHF | 106 303 CHF | 100,00% | 100,00% |
18/11/2024 | 1,46% | 0,69 CHF | 0,70 CHF | 156 000 | 156 000 | 156 604 | 156 604 | 106 520 CHF | 108 086 CHF | 100,00% | 100,00% |
15/11/2024 | 1,40% | 0,72 CHF | 0,73 CHF | 154 000 | 154 000 | 153 444 | 153 444 | 109 008 CHF | 110 543 CHF | 100,00% | 100,00% |
14/11/2024 | 1,50% | 0,68 CHF | 0,69 CHF | 156 000 | 156 000 | 157 581 | 157 581 | 104 495 CHF | 106 070 CHF | 99,39% | 99,39% |
13/11/2024 | 1,42% | 0,62 CHF | 0,63 CHF | 163 000 | 163 000 | 154 601 | 154 601 | 108 358 CHF | 109 904 CHF | 99,46% | 99,46% |
12/11/2024 | 1,27% | 0,76 CHF | 0,77 CHF | 151 000 | 151 000 | 148 528 | 148 528 | 116 301 CHF | 117 786 CHF | 100,00% | 100,00% |
11/11/2024 | 1,26% | 0,79 CHF | 0,80 CHF | 148 000 | 148 000 | 147 857 | 147 857 | 116 956 CHF | 118 435 CHF | 99,93% | 99,93% |
08/11/2024 | 1,26% | 0,78 CHF | 0,79 CHF | 149 000 | 149 000 | 147 919 | 147 919 | 117 116 CHF | 118 596 CHF | 100,00% | 100,00% |
07/11/2024 | 1,17% | 0,85 CHF | 0,86 CHF | 144 000 | 144 000 | 143 072 | 143 072 | 121 641 CHF | 123 071 CHF | 99,43% | 99,43% |