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 | 1,26% | 0,81 CHF | 0,82 CHF | 208 000 | 208 000 | 207 965 | 207 965 | 164 408 CHF | 166 488 CHF | 100,00% | 100,00% |
19/11/2024 | 1,24% | 0,81 CHF | 0,82 CHF | 208 000 | 208 000 | 208 037 | 208 037 | 167 278 CHF | 169 359 CHF | 100,00% | 100,00% |
18/11/2024 | 1,29% | 0,76 CHF | 0,77 CHF | 203 000 | 203 000 | 205 401 | 205 401 | 158 621 CHF | 160 676 CHF | 100,00% | 100,00% |
15/11/2024 | 1,30% | 0,78 CHF | 0,79 CHF | 208 000 | 208 000 | 203 868 | 203 868 | 155 702 CHF | 157 741 CHF | 100,00% | 100,00% |
14/11/2024 | 1,26% | 0,77 CHF | 0,78 CHF | 203 000 | 203 000 | 207 189 | 207 189 | 164 018 CHF | 166 090 CHF | 100,00% | 100,00% |
13/11/2024 | 1,19% | 0,82 CHF | 0,83 CHF | 208 000 | 208 000 | 211 766 | 211 766 | 176 821 CHF | 178 939 CHF | 100,00% | 100,00% |
12/11/2024 | 1,21% | 0,86 CHF | 0,87 CHF | 213 000 | 213 000 | 208 820 | 208 820 | 171 759 CHF | 173 847 CHF | 99,85% | 99,85% |
11/11/2024 | 1,30% | 0,77 CHF | 0,78 CHF | 203 000 | 203 000 | 203 170 | 203 170 | 154 802 CHF | 156 833 CHF | 99,71% | 99,71% |
08/11/2024 | 1,39% | 0,78 CHF | 0,79 CHF | 208 000 | 208 000 | 198 481 | 198 481 | 149 372 CHF | 151 408 CHF | 100,00% | 100,00% |
07/11/2024 | 1,58% | 0,63 CHF | 0,64 CHF | 194 000 | 194 000 | 194 669 | 194 669 | 122 234 CHF | 124 180 CHF | 100,00% | 100,00% |