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 | 1,36% | 0,71 CHF | 0,72 CHF | 260 000 | 260 000 | 254 381 | 254 381 | 185 209 CHF | 187 753 CHF | 100,00% | 100,00% |
19/11/2024 | 1,39% | 0,72 CHF | 0,73 CHF | 260 000 | 260 000 | 258 179 | 258 179 | 183 969 CHF | 186 551 CHF | 100,00% | 100,00% |
18/11/2024 | 1,32% | 0,75 CHF | 0,76 CHF | 240 000 | 240 000 | 239 011 | 239 011 | 179 891 CHF | 182 281 CHF | 100,00% | 100,00% |
15/11/2024 | 1,32% | 0,75 CHF | 0,76 CHF | 240 000 | 240 000 | 239 963 | 239 963 | 181 249 CHF | 183 648 CHF | 100,00% | 100,00% |
14/11/2024 | 1,38% | 0,72 CHF | 0,73 CHF | 260 000 | 260 000 | 258 928 | 258 928 | 185 842 CHF | 188 431 CHF | 100,00% | 100,00% |
13/11/2024 | 1,37% | 0,71 CHF | 0,72 CHF | 260 000 | 260 000 | 251 905 | 251 905 | 182 784 CHF | 185 303 CHF | 100,00% | 100,00% |
12/11/2024 | 1,33% | 0,72 CHF | 0,73 CHF | 260 000 | 260 000 | 241 477 | 241 477 | 180 470 CHF | 182 885 CHF | 100,00% | 100,00% |
11/11/2024 | 1,21% | 0,80 CHF | 0,81 CHF | 240 000 | 240 000 | 239 010 | 239 010 | 196 886 CHF | 199 276 CHF | 100,00% | 100,00% |
08/11/2024 | 1,26% | 0,78 CHF | 0,79 CHF | 240 000 | 240 000 | 238 997 | 238 997 | 188 881 CHF | 191 271 CHF | 98,75% | 98,75% |
07/11/2024 | 1,15% | 0,89 CHF | 0,90 CHF | 240 000 | 240 000 | 239 010 | 239 010 | 207 363 CHF | 209 753 CHF | 100,00% | 100,00% |