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 | 2,18% | 0,42 CHF | 0,43 CHF | 167 000 | 167 000 | 166 311 | 166 311 | 75 556 CHF | 77 219 CHF | 100,00% | 100,00% |
19/11/2024 | 2,17% | 0,46 CHF | 0,47 CHF | 167 000 | 167 000 | 166 311 | 166 311 | 75 793 CHF | 77 456 CHF | 100,00% | 100,00% |
18/11/2024 | 1,95% | 0,51 CHF | 0,52 CHF | 167 000 | 167 000 | 166 266 | 166 266 | 84 275 CHF | 85 938 CHF | 100,00% | 100,00% |
15/11/2024 | 2,02% | 0,49 CHF | 0,50 CHF | 167 000 | 167 000 | 166 311 | 166 311 | 81 404 CHF | 83 067 CHF | 100,00% | 100,00% |
14/11/2024 | 2,27% | 0,46 CHF | 0,47 CHF | 167 000 | 167 000 | 166 308 | 166 308 | 72 691 CHF | 74 354 CHF | 99,33% | 99,33% |
13/11/2024 | 2,50% | 0,38 CHF | 0,39 CHF | 167 000 | 167 000 | 166 933 | 166 933 | 66 014 CHF | 67 683 CHF | 100,00% | 100,00% |
12/11/2024 | 2,09% | 0,43 CHF | 0,44 CHF | 167 000 | 167 000 | 166 314 | 166 314 | 78 813 CHF | 80 476 CHF | 100,00% | 100,00% |
11/11/2024 | 2,13% | 0,48 CHF | 0,49 CHF | 167 000 | 167 000 | 166 312 | 166 312 | 77 275 CHF | 78 938 CHF | 99,93% | 99,93% |
08/11/2024 | 2,15% | 0,44 CHF | 0,45 CHF | 167 000 | 167 000 | 166 311 | 166 311 | 76 649 CHF | 78 312 CHF | 100,00% | 100,00% |
07/11/2024 | 1,89% | 0,55 CHF | 0,56 CHF | 164 000 | 164 000 | 164 668 | 164 668 | 86 474 CHF | 88 120 CHF | 100,00% | 100,00% |