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 | 1,12% | 0,90 CHF | 0,91 CHF | 208 000 | 208 000 | 207 965 | 207 965 | 184 468 CHF | 186 548 CHF | 100,00% | 100,00% |
19/11/2024 | 1,10% | 0,90 CHF | 0,91 CHF | 208 000 | 208 000 | 208 037 | 208 037 | 187 284 CHF | 189 365 CHF | 100,00% | 100,00% |
18/11/2024 | 1,15% | 0,86 CHF | 0,87 CHF | 203 000 | 203 000 | 205 399 | 205 399 | 178 096 CHF | 180 150 CHF | 100,00% | 100,00% |
15/11/2024 | 1,16% | 0,87 CHF | 0,88 CHF | 208 000 | 208 000 | 203 868 | 203 868 | 175 108 CHF | 177 147 CHF | 100,00% | 100,00% |
14/11/2024 | 1,12% | 0,86 CHF | 0,87 CHF | 203 000 | 203 000 | 207 189 | 207 189 | 183 840 CHF | 185 912 CHF | 100,00% | 100,00% |
13/11/2024 | 1,07% | 0,92 CHF | 0,93 CHF | 208 000 | 208 000 | 211 765 | 211 765 | 197 081 CHF | 199 199 CHF | 100,00% | 100,00% |
12/11/2024 | 1,08% | 0,96 CHF | 0,97 CHF | 213 000 | 213 000 | 208 821 | 208 821 | 191 645 CHF | 193 734 CHF | 99,87% | 99,87% |
11/11/2024 | 1,16% | 0,86 CHF | 0,87 CHF | 203 000 | 203 000 | 203 170 | 203 170 | 174 216 CHF | 176 248 CHF | 99,71% | 99,71% |
08/11/2024 | 1,23% | 0,88 CHF | 0,89 CHF | 208 000 | 208 000 | 198 481 | 198 481 | 168 515 CHF | 170 551 CHF | 100,00% | 100,00% |
07/11/2024 | 1,37% | 0,72 CHF | 0,73 CHF | 194 000 | 194 000 | 194 669 | 194 669 | 140 898 CHF | 142 845 CHF | 100,00% | 100,00% |