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 | 2,20% | 0,46 CHF | 0,47 CHF | 179 200 | 179 200 | 179 123 | 179 123 | 80 689 CHF | 82 480 CHF | 100,00% | 100,00% |
19/11/2024 | 2,10% | 0,44 CHF | 0,45 CHF | 151 100 | 151 100 | 148 149 | 148 149 | 70 138 CHF | 71 619 CHF | 92,70% | 97,63% |
18/11/2024 | 1,86% | 0,54 CHF | 0,55 CHF | 145 800 | 145 800 | 146 539 | 146 539 | 78 222 CHF | 79 688 CHF | 100,00% | 100,00% |
15/11/2024 | 1,83% | 0,54 CHF | 0,55 CHF | 141 600 | 141 600 | 141 678 | 141 678 | 76 582 CHF | 77 999 CHF | 100,00% | 100,00% |
14/11/2024 | 1,78% | 0,57 CHF | 0,58 CHF | 141 500 | 141 500 | 141 918 | 141 918 | 79 196 CHF | 80 615 CHF | 100,00% | 100,00% |
13/11/2024 | 1,84% | 0,55 CHF | 0,56 CHF | 139 400 | 139 400 | 139 741 | 139 741 | 75 137 CHF | 76 534 CHF | 100,00% | 100,00% |
12/11/2024 | 1,65% | 0,58 CHF | 0,59 CHF | 128 300 | 128 300 | 128 187 | 128 187 | 76 990 CHF | 78 272 CHF | 100,00% | 100,00% |
11/11/2024 | 1,56% | 0,62 CHF | 0,63 CHF | 129 900 | 129 900 | 128 840 | 128 840 | 82 082 CHF | 83 370 CHF | 100,00% | 100,00% |
08/11/2024 | 1,65% | 0,61 CHF | 0,62 CHF | 133 500 | 133 500 | 134 770 | 134 770 | 81 034 CHF | 82 381 CHF | 100,00% | 100,00% |
07/11/2024 | 1,62% | 0,59 CHF | 0,60 CHF | 132 000 | 132 000 | 131 034 | 131 034 | 80 361 CHF | 81 671 CHF | 100,00% | 100,00% |