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 | 1,48% | 0,65 CHF | 0,66 CHF | 156 000 | 156 000 | 155 164 | 155 164 | 104 156 CHF | 105 708 CHF | 100,00% | 100,00% |
19/11/2024 | 1,52% | 0,66 CHF | 0,67 CHF | 156 000 | 156 000 | 155 840 | 155 840 | 101 995 CHF | 103 553 CHF | 100,00% | 100,00% |
18/11/2024 | 1,48% | 0,66 CHF | 0,67 CHF | 156 000 | 156 000 | 154 832 | 154 832 | 103 936 CHF | 105 484 CHF | 100,00% | 100,00% |
15/11/2024 | 1,54% | 0,64 CHF | 0,65 CHF | 158 000 | 158 000 | 155 657 | 155 657 | 100 595 CHF | 102 152 CHF | 100,00% | 100,00% |
14/11/2024 | 1,68% | 0,63 CHF | 0,64 CHF | 156 000 | 156 000 | 158 864 | 158 864 | 93 654 CHF | 95 242 CHF | 99,34% | 99,34% |
13/11/2024 | 1,77% | 0,55 CHF | 0,56 CHF | 162 000 | 162 000 | 160 421 | 160 421 | 90 130 CHF | 91 734 CHF | 100,00% | 100,00% |
12/11/2024 | 1,53% | 0,61 CHF | 0,62 CHF | 158 000 | 158 000 | 155 878 | 155 878 | 101 093 CHF | 102 652 CHF | 100,00% | 100,00% |
11/11/2024 | 1,57% | 0,65 CHF | 0,66 CHF | 156 000 | 156 000 | 156 558 | 156 558 | 99 142 CHF | 100 708 CHF | 99,93% | 99,93% |
08/11/2024 | 1,62% | 0,61 CHF | 0,62 CHF | 158 000 | 158 000 | 157 102 | 157 102 | 96 461 CHF | 98 032 CHF | 99,40% | 99,40% |
07/11/2024 | 1,37% | 0,72 CHF | 0,73 CHF | 152 000 | 152 000 | 151 697 | 151 697 | 110 068 CHF | 111 585 CHF | 100,00% | 100,00% |