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 | 1,56% | 0,61 CHF | 0,62 CHF | 159 800 | 159 800 | 157 231 | 157 231 | 99 998 CHF | 101 571 CHF | 100,00% | 100,00% |
19/11/2024 | 1,87% | 0,54 CHF | 0,55 CHF | 163 500 | 163 500 | 163 398 | 163 398 | 86 733 CHF | 88 367 CHF | 100,00% | 100,00% |
18/11/2024 | 1,82% | 0,56 CHF | 0,57 CHF | 159 600 | 159 600 | 162 155 | 162 155 | 88 255 CHF | 89 877 CHF | 100,00% | 100,00% |
15/11/2024 | 1,74% | 0,55 CHF | 0,56 CHF | 155 300 | 155 300 | 152 882 | 152 882 | 86 932 CHF | 88 461 CHF | 100,00% | 100,00% |
14/11/2024 | 1,68% | 0,58 CHF | 0,59 CHF | 146 700 | 146 700 | 146 700 | 146 700 | 86 437 CHF | 87 904 CHF | 100,00% | 100,00% |
13/11/2024 | 1,61% | 0,61 CHF | 0,62 CHF | 149 100 | 149 100 | 148 274 | 148 274 | 91 163 CHF | 92 646 CHF | 100,00% | 100,00% |
12/11/2024 | 1,48% | 0,61 CHF | 0,62 CHF | 128 100 | 128 100 | 126 075 | 126 075 | 84 740 CHF | 86 001 CHF | 99,85% | 99,85% |
11/11/2024 | 1,37% | 0,73 CHF | 0,74 CHF | 133 000 | 133 000 | 133 036 | 133 036 | 96 630 CHF | 97 961 CHF | 99,66% | 99,66% |
08/11/2024 | 1,51% | 0,67 CHF | 0,68 CHF | 134 700 | 134 700 | 134 760 | 134 760 | 88 579 CHF | 89 927 CHF | 98,73% | 98,73% |
07/11/2024 | 1,48% | 0,67 CHF | 0,68 CHF | 147 300 | 147 300 | 147 355 | 147 355 | 98 728 CHF | 100 202 CHF | 100,00% | 100,00% |