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 | 2,93% | 0,31 CHF | 0,32 CHF | 196 000 | 196 000 | 193 123 | 193 123 | 65 034 CHF | 66 965 CHF | 100,00% | 100,00% |
19/11/2024 | 3,03% | 0,34 CHF | 0,35 CHF | 192 000 | 192 000 | 193 847 | 193 847 | 63 148 CHF | 65 086 CHF | 100,00% | 100,00% |
18/11/2024 | 2,61% | 0,36 CHF | 0,37 CHF | 192 000 | 192 000 | 190 953 | 190 953 | 72 290 CHF | 74 200 CHF | 100,00% | 100,00% |
15/11/2024 | 2,31% | 0,42 CHF | 0,43 CHF | 188 000 | 188 000 | 188 000 | 188 000 | 80 499 CHF | 82 379 CHF | 100,00% | 100,00% |
14/11/2024 | 2,58% | 0,43 CHF | 0,44 CHF | 188 000 | 188 000 | 190 131 | 190 131 | 73 117 CHF | 75 018 CHF | 100,00% | 100,00% |
13/11/2024 | 2,71% | 0,35 CHF | 0,36 CHF | 192 000 | 192 000 | 191 938 | 191 938 | 69 817 CHF | 71 737 CHF | 100,00% | 100,00% |
12/11/2024 | 2,54% | 0,36 CHF | 0,37 CHF | 192 000 | 192 000 | 189 076 | 189 076 | 73 511 CHF | 75 402 CHF | 100,00% | 100,00% |
11/11/2024 | 1,99% | 0,46 CHF | 0,47 CHF | 183 000 | 183 000 | 182 388 | 182 388 | 90 650 CHF | 92 474 CHF | 100,00% | 100,00% |
08/11/2024 | 1,96% | 0,48 CHF | 0,49 CHF | 183 000 | 183 000 | 181 975 | 181 975 | 92 029 CHF | 93 848 CHF | 99,20% | 99,20% |
07/11/2024 | 1,53% | 0,62 CHF | 0,63 CHF | 175 000 | 175 000 | 173 175 | 173 175 | 112 363 CHF | 114 094 CHF | 100,00% | 100,00% |