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 | 1,17% | 0,84 CHF | 0,85 CHF | 216 700 | 216 700 | 211 956 | 211 956 | 180 838 CHF | 182 957 CHF | 100,00% | 100,00% |
19/11/2024 | 1,12% | 0,90 CHF | 0,91 CHF | 208 900 | 208 900 | 220 531 | 220 531 | 196 549 CHF | 198 755 CHF | 100,00% | 100,00% |
18/11/2024 | 1,19% | 0,85 CHF | 0,86 CHF | 228 200 | 228 200 | 227 659 | 227 659 | 190 042 CHF | 192 319 CHF | 100,00% | 100,00% |
15/11/2024 | 1,21% | 0,82 CHF | 0,83 CHF | 227 400 | 227 400 | 230 032 | 230 032 | 188 623 CHF | 190 924 CHF | 98,67% | 98,67% |
14/11/2024 | 1,23% | 0,83 CHF | 0,84 CHF | 231 800 | 231 800 | 213 217 | 213 217 | 172 461 CHF | 174 593 CHF | 99,91% | 99,91% |
13/11/2024 | 1,09% | 0,89 CHF | 0,90 CHF | 201 100 | 201 100 | 198 697 | 198 697 | 180 575 CHF | 182 562 CHF | 100,00% | 100,00% |
12/11/2024 | 1,07% | 0,92 CHF | 0,93 CHF | 197 100 | 197 100 | 194 275 | 194 275 | 180 206 CHF | 182 149 CHF | 100,00% | 100,00% |
11/11/2024 | 1,03% | 0,96 CHF | 0,97 CHF | 192 500 | 192 500 | 175 366 | 175 366 | 169 720 CHF | 171 474 CHF | 100,00% | 100,00% |
08/11/2024 | 0,90% | 1,08 CHF | 1,09 CHF | 164 100 | 164 100 | 169 463 | 169 463 | 188 645 CHF | 190 339 CHF | 100,00% | 100,00% |
07/11/2024 | 0,93% | 1,11 CHF | 1,12 CHF | 173 000 | 173 000 | 175 660 | 175 660 | 187 100 CHF | 188 856 CHF | 100,00% | 100,00% |