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 | 1,40% | 0,69 CHF | 0,70 CHF | 196 000 | 196 000 | 193 123 | 193 123 | 137 264 CHF | 139 195 CHF | 100,00% | 100,00% |
19/11/2024 | 1,41% | 0,72 CHF | 0,73 CHF | 192 000 | 192 000 | 193 847 | 193 847 | 136 243 CHF | 138 181 CHF | 100,00% | 100,00% |
18/11/2024 | 1,32% | 0,74 CHF | 0,75 CHF | 192 000 | 192 000 | 190 953 | 190 953 | 144 014 CHF | 145 924 CHF | 100,00% | 100,00% |
15/11/2024 | 1,24% | 0,79 CHF | 0,80 CHF | 188 000 | 188 000 | 188 000 | 188 000 | 150 492 CHF | 152 372 CHF | 100,00% | 100,00% |
14/11/2024 | 1,31% | 0,81 CHF | 0,82 CHF | 188 000 | 188 000 | 190 131 | 190 131 | 144 488 CHF | 146 390 CHF | 100,00% | 100,00% |
13/11/2024 | 1,34% | 0,73 CHF | 0,74 CHF | 192 000 | 192 000 | 191 938 | 191 938 | 141 938 CHF | 143 858 CHF | 100,00% | 100,00% |
12/11/2024 | 1,30% | 0,73 CHF | 0,74 CHF | 192 000 | 192 000 | 189 076 | 189 076 | 144 635 CHF | 146 525 CHF | 100,00% | 100,00% |
11/11/2024 | 1,14% | 0,84 CHF | 0,85 CHF | 183 000 | 183 000 | 182 388 | 182 388 | 158 931 CHF | 160 755 CHF | 100,00% | 100,00% |
08/11/2024 | 1,13% | 0,85 CHF | 0,86 CHF | 183 000 | 183 000 | 181 975 | 181 975 | 159 789 CHF | 161 608 CHF | 99,18% | 99,18% |
07/11/2024 | 0,97% | 0,99 CHF | 1,00 CHF | 175 000 | 175 000 | 173 175 | 173 175 | 176 788 CHF | 178 520 CHF | 100,00% | 100,00% |