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 | 1,21% | 0,80 CHF | 0,81 CHF | 155 000 | 155 000 | 154 167 | 154 167 | 127 051 CHF | 128 593 CHF | 100,00% | 100,00% |
19/11/2024 | 1,23% | 0,82 CHF | 0,83 CHF | 157 300 | 157 300 | 157 132 | 157 132 | 126 878 CHF | 128 449 CHF | 100,00% | 100,00% |
18/11/2024 | 1,21% | 0,82 CHF | 0,83 CHF | 162 600 | 162 600 | 161 378 | 161 378 | 132 982 CHF | 134 596 CHF | 100,00% | 100,00% |
15/11/2024 | 1,24% | 0,79 CHF | 0,80 CHF | 166 700 | 166 700 | 164 234 | 164 234 | 131 161 CHF | 132 803 CHF | 100,00% | 100,00% |
14/11/2024 | 1,34% | 0,79 CHF | 0,80 CHF | 179 000 | 179 000 | 180 005 | 180 005 | 133 930 CHF | 135 730 CHF | 99,35% | 99,35% |
13/11/2024 | 1,38% | 0,70 CHF | 0,71 CHF | 173 000 | 173 000 | 171 284 | 171 284 | 123 246 CHF | 124 959 CHF | 100,00% | 100,00% |
12/11/2024 | 1,23% | 0,76 CHF | 0,77 CHF | 164 000 | 164 000 | 161 777 | 161 777 | 130 292 CHF | 131 910 CHF | 100,00% | 100,00% |
11/11/2024 | 1,26% | 0,80 CHF | 0,81 CHF | 163 600 | 163 600 | 164 187 | 164 187 | 129 641 CHF | 131 283 CHF | 99,93% | 99,93% |
08/11/2024 | 1,29% | 0,76 CHF | 0,77 CHF | 149 200 | 149 200 | 148 353 | 148 353 | 114 040 CHF | 115 524 CHF | 99,40% | 99,40% |
07/11/2024 | 1,11% | 0,89 CHF | 0,90 CHF | 155 700 | 155 700 | 155 382 | 155 382 | 138 786 CHF | 140 340 CHF | 100,00% | 100,00% |