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 | 1,83% | 0,51 CHF | 0,52 CHF | 167 000 | 167 000 | 166 311 | 166 311 | 90 119 CHF | 91 782 CHF | 100,00% | 100,00% |
19/11/2024 | 1,82% | 0,55 CHF | 0,56 CHF | 167 000 | 167 000 | 166 312 | 166 312 | 90 389 CHF | 92 052 CHF | 100,00% | 100,00% |
18/11/2024 | 1,67% | 0,60 CHF | 0,61 CHF | 167 000 | 167 000 | 166 265 | 166 265 | 98 791 CHF | 100 453 CHF | 100,00% | 100,00% |
15/11/2024 | 1,72% | 0,58 CHF | 0,59 CHF | 167 000 | 167 000 | 166 311 | 166 311 | 96 053 CHF | 97 716 CHF | 100,00% | 100,00% |
14/11/2024 | 1,89% | 0,55 CHF | 0,56 CHF | 167 000 | 167 000 | 166 308 | 166 308 | 87 493 CHF | 89 156 CHF | 99,34% | 99,34% |
13/11/2024 | 2,04% | 0,47 CHF | 0,48 CHF | 167 000 | 167 000 | 166 924 | 166 924 | 80 851 CHF | 82 520 CHF | 100,00% | 100,00% |
12/11/2024 | 1,77% | 0,52 CHF | 0,53 CHF | 167 000 | 167 000 | 166 314 | 166 314 | 93 470 CHF | 95 133 CHF | 100,00% | 100,00% |
11/11/2024 | 1,79% | 0,57 CHF | 0,58 CHF | 167 000 | 167 000 | 166 311 | 166 311 | 91 955 CHF | 93 618 CHF | 99,93% | 99,93% |
08/11/2024 | 1,81% | 0,53 CHF | 0,54 CHF | 167 000 | 167 000 | 166 311 | 166 311 | 91 311 CHF | 92 974 CHF | 100,00% | 100,00% |
07/11/2024 | 1,62% | 0,64 CHF | 0,65 CHF | 164 000 | 164 000 | 164 667 | 164 667 | 100 997 CHF | 102 644 CHF | 100,00% | 100,00% |