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 | 1,21% | 0,81 CHF | 0,82 CHF | 156 000 | 156 000 | 155 164 | 155 164 | 127 989 CHF | 129 540 CHF | 100,00% | 100,00% |
19/11/2024 | 1,23% | 0,82 CHF | 0,83 CHF | 156 000 | 156 000 | 155 838 | 155 838 | 126 039 CHF | 127 598 CHF | 100,00% | 100,00% |
18/11/2024 | 1,20% | 0,82 CHF | 0,83 CHF | 156 000 | 156 000 | 154 833 | 154 833 | 127 801 CHF | 129 349 CHF | 100,00% | 100,00% |
15/11/2024 | 1,24% | 0,79 CHF | 0,80 CHF | 158 000 | 158 000 | 155 657 | 155 657 | 124 690 CHF | 126 247 CHF | 100,00% | 100,00% |
14/11/2024 | 1,34% | 0,79 CHF | 0,80 CHF | 156 000 | 156 000 | 158 864 | 158 864 | 118 167 CHF | 119 756 CHF | 99,39% | 99,39% |
13/11/2024 | 1,39% | 0,70 CHF | 0,71 CHF | 162 000 | 162 000 | 160 421 | 160 421 | 114 930 CHF | 116 535 CHF | 100,00% | 100,00% |
12/11/2024 | 1,24% | 0,76 CHF | 0,77 CHF | 158 000 | 158 000 | 155 878 | 155 878 | 125 121 CHF | 126 680 CHF | 100,00% | 100,00% |
11/11/2024 | 1,26% | 0,80 CHF | 0,81 CHF | 156 000 | 156 000 | 156 558 | 156 558 | 123 272 CHF | 124 838 CHF | 99,93% | 99,93% |
08/11/2024 | 1,29% | 0,76 CHF | 0,77 CHF | 158 000 | 158 000 | 157 102 | 157 102 | 120 665 CHF | 122 236 CHF | 99,40% | 99,40% |
07/11/2024 | 1,13% | 0,88 CHF | 0,89 CHF | 152 000 | 152 000 | 151 697 | 151 697 | 133 596 CHF | 135 113 CHF | 100,00% | 100,00% |