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 | 1,06% | 0,92 CHF | 0,93 CHF | 156 000 | 156 000 | 155 164 | 155 164 | 146 172 CHF | 147 723 CHF | 100,00% | 100,00% |
19/11/2024 | 1,08% | 0,94 CHF | 0,95 CHF | 156 000 | 156 000 | 155 839 | 155 839 | 144 168 CHF | 145 726 CHF | 100,00% | 100,00% |
18/11/2024 | 1,06% | 0,93 CHF | 0,94 CHF | 156 000 | 156 000 | 154 832 | 154 832 | 145 937 CHF | 147 485 CHF | 100,00% | 100,00% |
15/11/2024 | 1,08% | 0,91 CHF | 0,92 CHF | 158 000 | 158 000 | 155 657 | 155 657 | 142 839 CHF | 144 396 CHF | 100,00% | 100,00% |
14/11/2024 | 1,16% | 0,91 CHF | 0,92 CHF | 156 000 | 156 000 | 158 864 | 158 864 | 136 725 CHF | 138 313 CHF | 99,39% | 99,39% |
13/11/2024 | 1,19% | 0,82 CHF | 0,83 CHF | 162 000 | 162 000 | 160 421 | 160 421 | 133 695 CHF | 135 299 CHF | 100,00% | 100,00% |
12/11/2024 | 1,08% | 0,88 CHF | 0,89 CHF | 158 000 | 158 000 | 155 878 | 155 878 | 143 339 CHF | 144 898 CHF | 100,00% | 100,00% |
11/11/2024 | 1,10% | 0,92 CHF | 0,93 CHF | 156 000 | 156 000 | 156 558 | 156 558 | 141 549 CHF | 143 114 CHF | 99,93% | 99,93% |
08/11/2024 | 1,12% | 0,88 CHF | 0,89 CHF | 158 000 | 158 000 | 157 102 | 157 102 | 139 125 CHF | 140 696 CHF | 99,40% | 99,40% |
07/11/2024 | 1,00% | 1,00 CHF | 1,01 CHF | 152 000 | 152 000 | 151 697 | 151 697 | 151 425 CHF | 152 942 CHF | 100,00% | 100,00% |