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 | 1,61% | 0,63 CHF | 0,64 CHF | 208 000 | 208 000 | 207 965 | 207 965 | 128 335 CHF | 130 414 CHF | 100,00% | 100,00% |
19/11/2024 | 1,57% | 0,63 CHF | 0,64 CHF | 208 000 | 208 000 | 208 037 | 208 037 | 131 166 CHF | 133 246 CHF | 100,00% | 100,00% |
18/11/2024 | 1,66% | 0,59 CHF | 0,60 CHF | 203 000 | 203 000 | 205 399 | 205 399 | 122 657 CHF | 124 711 CHF | 100,00% | 100,00% |
15/11/2024 | 1,68% | 0,60 CHF | 0,61 CHF | 208 000 | 208 000 | 203 868 | 203 868 | 120 124 CHF | 122 162 CHF | 100,00% | 100,00% |
14/11/2024 | 1,61% | 0,59 CHF | 0,60 CHF | 203 000 | 203 000 | 207 188 | 207 188 | 127 914 CHF | 129 986 CHF | 100,00% | 100,00% |
13/11/2024 | 1,50% | 0,65 CHF | 0,66 CHF | 208 000 | 208 000 | 211 766 | 211 766 | 139 918 CHF | 142 036 CHF | 100,00% | 100,00% |
12/11/2024 | 1,53% | 0,69 CHF | 0,70 CHF | 213 000 | 213 000 | 208 820 | 208 820 | 135 205 CHF | 137 294 CHF | 99,85% | 99,85% |
11/11/2024 | 1,69% | 0,59 CHF | 0,60 CHF | 203 000 | 203 000 | 203 169 | 203 169 | 119 343 CHF | 121 375 CHF | 99,73% | 99,73% |
08/11/2024 | 1,81% | 0,61 CHF | 0,62 CHF | 208 000 | 208 000 | 198 481 | 198 481 | 114 912 CHF | 116 948 CHF | 100,00% | 100,00% |
07/11/2024 | 2,19% | 0,45 CHF | 0,46 CHF | 194 000 | 194 000 | 194 669 | 194 669 | 88 306 CHF | 90 252 CHF | 100,00% | 100,00% |