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 | 1,38% | 0,72 CHF | 0,73 CHF | 185 000 | 185 000 | 180 063 | 180 063 | 129 645 CHF | 131 446 CHF | 100,00% | 100,00% |
19/11/2024 | 1,38% | 0,73 CHF | 0,74 CHF | 185 000 | 185 000 | 179 861 | 179 861 | 129 419 CHF | 131 218 CHF | 100,00% | 100,00% |
18/11/2024 | 1,38% | 0,72 CHF | 0,73 CHF | 185 000 | 185 000 | 180 086 | 180 086 | 130 046 CHF | 131 847 CHF | 100,00% | 100,00% |
15/11/2024 | 1,36% | 0,73 CHF | 0,74 CHF | 185 000 | 185 000 | 179 871 | 179 871 | 131 241 CHF | 133 040 CHF | 100,00% | 100,00% |
14/11/2024 | 1,33% | 0,74 CHF | 0,75 CHF | 185 000 | 185 000 | 182 214 | 182 214 | 136 379 CHF | 138 201 CHF | 99,39% | 99,39% |
13/11/2024 | 1,35% | 0,74 CHF | 0,75 CHF | 185 000 | 185 000 | 180 538 | 180 538 | 132 726 CHF | 134 531 CHF | 100,00% | 100,00% |
12/11/2024 | 1,35% | 0,74 CHF | 0,75 CHF | 185 000 | 185 000 | 179 309 | 179 309 | 131 504 CHF | 133 297 CHF | 98,86% | 100,00% |
11/11/2024 | 1,42% | 0,71 CHF | 0,72 CHF | 181 000 | 181 000 | 172 557 | 172 557 | 121 125 CHF | 122 850 CHF | 99,93% | 99,93% |
08/11/2024 | 1,47% | 0,70 CHF | 0,71 CHF | 177 000 | 177 000 | 168 896 | 168 896 | 113 791 CHF | 115 480 CHF | 100,00% | 100,00% |
07/11/2024 | 1,56% | 0,63 CHF | 0,64 CHF | 165 000 | 165 000 | 162 851 | 162 851 | 103 552 CHF | 105 181 CHF | 98,41% | 98,41% |