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 | 140 000 | 140 000 | 136 194 | 136 194 | 120 660 CHF | 122 022 CHF | 100,00% | 100,00% |
19/11/2024 | 1,09% | 0,89 CHF | 0,90 CHF | 136 000 | 136 000 | 138 684 | 138 684 | 126 039 CHF | 127 426 CHF | 100,00% | 100,00% |
18/11/2024 | 1,15% | 0,87 CHF | 0,88 CHF | 136 000 | 136 000 | 134 995 | 134 995 | 117 172 CHF | 118 522 CHF | 100,00% | 100,00% |
15/11/2024 | 1,16% | 0,85 CHF | 0,86 CHF | 132 000 | 132 000 | 132 280 | 132 280 | 113 661 CHF | 114 984 CHF | 100,00% | 100,00% |
14/11/2024 | 1,10% | 0,89 CHF | 0,90 CHF | 136 000 | 136 000 | 137 326 | 137 326 | 124 006 CHF | 125 379 CHF | 100,00% | 100,00% |
13/11/2024 | 1,11% | 0,91 CHF | 0,92 CHF | 140 000 | 140 000 | 136 398 | 136 398 | 122 373 CHF | 123 737 CHF | 100,00% | 100,00% |
12/11/2024 | 1,14% | 0,88 CHF | 0,89 CHF | 136 000 | 136 000 | 135 438 | 135 438 | 118 333 CHF | 119 687 CHF | 99,85% | 99,85% |
11/11/2024 | 1,14% | 0,86 CHF | 0,87 CHF | 132 000 | 132 000 | 135 307 | 135 307 | 118 455 CHF | 119 808 CHF | 99,65% | 99,65% |
08/11/2024 | 1,13% | 0,88 CHF | 0,89 CHF | 136 000 | 136 000 | 134 834 | 134 834 | 118 377 CHF | 119 726 CHF | 99,46% | 99,46% |
07/11/2024 | 1,11% | 0,89 CHF | 0,90 CHF | 136 000 | 136 000 | 135 439 | 135 439 | 121 037 CHF | 122 392 CHF | 100,00% | 100,00% |