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% | 0,65 CHF | 0,66 CHF | 196 000 | 196 000 | 193 123 | 193 123 | 129 241 CHF | 131 172 CHF | 100,00% | 100,00% |
19/11/2024 | 1,50% | 0,68 CHF | 0,69 CHF | 192 000 | 192 000 | 193 847 | 193 847 | 128 089 CHF | 130 027 CHF | 100,00% | 100,00% |
18/11/2024 | 1,39% | 0,70 CHF | 0,71 CHF | 192 000 | 192 000 | 190 953 | 190 953 | 136 457 CHF | 138 367 CHF | 100,00% | 100,00% |
15/11/2024 | 1,30% | 0,76 CHF | 0,77 CHF | 188 000 | 188 000 | 188 000 | 188 000 | 143 146 CHF | 145 026 CHF | 100,00% | 100,00% |
14/11/2024 | 1,39% | 0,76 CHF | 0,77 CHF | 188 000 | 188 000 | 190 131 | 190 131 | 136 499 CHF | 138 400 CHF | 100,00% | 100,00% |
13/11/2024 | 1,42% | 0,69 CHF | 0,70 CHF | 192 000 | 192 000 | 191 938 | 191 938 | 133 920 CHF | 135 840 CHF | 100,00% | 100,00% |
12/11/2024 | 1,37% | 0,69 CHF | 0,70 CHF | 192 000 | 192 000 | 189 076 | 188 601 | 136 944 CHF | 138 483 CHF | 100,00% | 100,00% |
11/11/2024 | 1,20% | 0,79 CHF | 0,80 CHF | 183 000 | 183 000 | 182 388 | 182 388 | 151 472 CHF | 153 296 CHF | 100,00% | 100,00% |
08/11/2024 | 1,18% | 0,81 CHF | 0,82 CHF | 183 000 | 183 000 | 181 975 | 181 975 | 152 762 CHF | 154 582 CHF | 99,20% | 99,20% |
07/11/2024 | 1,01% | 0,95 CHF | 0,96 CHF | 175 000 | 175 000 | 173 175 | 173 175 | 170 129 CHF | 171 861 CHF | 100,00% | 100,00% |