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 | 1,51% | 0,67 CHF | 0,68 CHF | 206 000 | 206 000 | 205 965 | 205 965 | 135 278 CHF | 137 338 CHF | 100,00% | 100,00% |
19/11/2024 | 1,48% | 0,67 CHF | 0,68 CHF | 206 000 | 206 000 | 206 037 | 206 037 | 138 092 CHF | 140 152 CHF | 100,00% | 100,00% |
18/11/2024 | 1,56% | 0,63 CHF | 0,64 CHF | 201 000 | 201 000 | 203 399 | 203 399 | 129 503 CHF | 131 537 CHF | 100,00% | 100,00% |
15/11/2024 | 1,58% | 0,64 CHF | 0,65 CHF | 206 000 | 206 000 | 201 868 | 201 868 | 126 820 CHF | 128 839 CHF | 100,00% | 100,00% |
14/11/2024 | 1,51% | 0,63 CHF | 0,64 CHF | 201 000 | 201 000 | 205 189 | 205 189 | 134 844 CHF | 136 896 CHF | 100,00% | 100,00% |
13/11/2024 | 1,42% | 0,69 CHF | 0,70 CHF | 206 000 | 206 000 | 209 764 | 209 764 | 146 976 CHF | 149 074 CHF | 100,00% | 100,00% |
12/11/2024 | 1,44% | 0,73 CHF | 0,74 CHF | 211 000 | 211 000 | 206 821 | 206 821 | 142 185 CHF | 144 253 CHF | 99,87% | 99,87% |
11/11/2024 | 1,58% | 0,63 CHF | 0,64 CHF | 201 000 | 201 000 | 201 169 | 201 169 | 126 052 CHF | 128 063 CHF | 99,72% | 99,72% |
08/11/2024 | 1,69% | 0,65 CHF | 0,66 CHF | 206 000 | 206 000 | 196 532 | 196 532 | 121 529 CHF | 123 545 CHF | 100,00% | 100,00% |
07/11/2024 | 2,02% | 0,49 CHF | 0,50 CHF | 192 000 | 192 000 | 192 669 | 192 669 | 94 757 CHF | 96 683 CHF | 100,00% | 100,00% |