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 | 1,20% | 0,81 CHF | 0,82 CHF | 153 900 | 153 900 | 150 942 | 150 942 | 125 580 CHF | 127 090 CHF | 100,00% | 100,00% |
19/11/2024 | 1,20% | 0,84 CHF | 0,85 CHF | 146 200 | 146 200 | 145 494 | 145 494 | 120 885 CHF | 122 340 CHF | 100,00% | 100,00% |
18/11/2024 | 1,11% | 0,90 CHF | 0,91 CHF | 143 600 | 143 600 | 142 723 | 142 723 | 127 596 CHF | 129 023 CHF | 100,00% | 100,00% |
15/11/2024 | 1,09% | 0,91 CHF | 0,92 CHF | 144 700 | 144 700 | 144 526 | 144 526 | 132 398 CHF | 133 843 CHF | 100,00% | 100,00% |
14/11/2024 | 1,17% | 0,88 CHF | 0,89 CHF | 154 600 | 154 600 | 155 081 | 155 081 | 132 067 CHF | 133 618 CHF | 99,35% | 99,35% |
13/11/2024 | 1,19% | 0,79 CHF | 0,80 CHF | 147 400 | 147 400 | 144 222 | 144 222 | 121 092 CHF | 122 534 CHF | 100,00% | 100,00% |
12/11/2024 | 1,07% | 0,89 CHF | 0,90 CHF | 139 700 | 139 700 | 137 509 | 137 509 | 127 343 CHF | 128 718 CHF | 100,00% | 100,00% |
11/11/2024 | 1,07% | 0,95 CHF | 0,96 CHF | 139 300 | 139 300 | 139 043 | 139 043 | 129 705 CHF | 131 095 CHF | 99,93% | 99,93% |
08/11/2024 | 1,08% | 0,89 CHF | 0,90 CHF | 133 200 | 133 200 | 131 137 | 131 137 | 120 662 CHF | 121 973 CHF | 100,00% | 100,00% |
07/11/2024 | 0,95% | 1,03 CHF | 1,04 CHF | 133 400 | 133 400 | 132 978 | 132 978 | 138 875 CHF | 140 205 CHF | 100,00% | 100,00% |