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 | 1,97% | 0,48 CHF | 0,49 CHF | 156 000 | 156 000 | 155 164 | 155 164 | 78 074 CHF | 79 625 CHF | 100,00% | 100,00% |
19/11/2024 | 2,03% | 0,50 CHF | 0,51 CHF | 156 000 | 156 000 | 155 839 | 155 839 | 75 867 CHF | 77 426 CHF | 100,00% | 100,00% |
18/11/2024 | 1,97% | 0,49 CHF | 0,50 CHF | 156 000 | 156 000 | 154 832 | 154 832 | 77 813 CHF | 79 361 CHF | 100,00% | 100,00% |
15/11/2024 | 2,07% | 0,47 CHF | 0,48 CHF | 158 000 | 158 000 | 155 657 | 155 657 | 74 298 CHF | 75 854 CHF | 100,00% | 100,00% |
14/11/2024 | 2,35% | 0,47 CHF | 0,48 CHF | 156 000 | 156 000 | 158 864 | 158 864 | 66 867 CHF | 68 456 CHF | 99,34% | 99,34% |
13/11/2024 | 2,52% | 0,38 CHF | 0,39 CHF | 162 000 | 162 000 | 160 421 | 160 421 | 63 128 CHF | 64 733 CHF | 100,00% | 100,00% |
12/11/2024 | 2,06% | 0,44 CHF | 0,45 CHF | 158 000 | 158 000 | 155 878 | 155 878 | 74 842 CHF | 76 400 CHF | 100,00% | 100,00% |
11/11/2024 | 2,14% | 0,48 CHF | 0,49 CHF | 156 000 | 156 000 | 156 558 | 156 558 | 72 715 CHF | 74 280 CHF | 99,93% | 99,93% |
08/11/2024 | 2,22% | 0,44 CHF | 0,45 CHF | 158 000 | 158 000 | 157 102 | 157 102 | 69 915 CHF | 71 486 CHF | 99,40% | 99,40% |
07/11/2024 | 1,78% | 0,55 CHF | 0,56 CHF | 152 000 | 152 000 | 151 697 | 151 697 | 84 394 CHF | 85 911 CHF | 100,00% | 100,00% |