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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1,21% | 0,82 CHF | 0,83 CHF | 130 000 | 130 000 | 129 618 | 129 618 | 106 936 CHF | 108 232 CHF | 100,00% | 100,00% |
22/11/2024 | 1,19% | 0,83 CHF | 0,84 CHF | 130 000 | 130 000 | 130 299 | 130 299 | 109 074 CHF | 110 377 CHF | 100,00% | 100,00% |
20/11/2024 | 1,21% | 0,84 CHF | 0,85 CHF | 131 000 | 131 000 | 129 301 | 129 301 | 106 200 CHF | 107 493 CHF | 100,00% | 100,00% |
19/11/2024 | 1,20% | 0,83 CHF | 0,84 CHF | 130 000 | 130 000 | 129 933 | 129 933 | 107 913 CHF | 109 213 CHF | 100,00% | 100,00% |
18/11/2024 | 1,23% | 0,80 CHF | 0,81 CHF | 128 000 | 128 000 | 128 568 | 128 568 | 103 927 CHF | 105 213 CHF | 100,00% | 100,00% |
15/11/2024 | 1,28% | 0,79 CHF | 0,80 CHF | 128 000 | 128 000 | 126 946 | 126 946 | 98 920 CHF | 100 190 CHF | 100,00% | 100,00% |
14/11/2024 | 1,29% | 0,76 CHF | 0,77 CHF | 126 000 | 126 000 | 126 712 | 126 712 | 97 984 CHF | 99 251 CHF | 100,00% | 100,00% |
13/11/2024 | 1,29% | 0,78 CHF | 0,79 CHF | 127 000 | 127 000 | 126 475 | 126 475 | 97 668 CHF | 98 932 CHF | 100,00% | 100,00% |
12/11/2024 | 1,37% | 0,76 CHF | 0,77 CHF | 126 000 | 126 000 | 123 947 | 123 947 | 89 609 CHF | 90 849 CHF | 100,00% | 100,00% |
11/11/2024 | 1,43% | 0,69 CHF | 0,70 CHF | 122 000 | 122 000 | 122 266 | 122 266 | 84 700 CHF | 85 923 CHF | 100,00% | 100,00% |