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 | 1,52% | 0,67 CHF | 0,68 CHF | 140 000 | 140 000 | 136 194 | 136 194 | 89 154 CHF | 90 516 CHF | 100,00% | 100,00% |
19/11/2024 | 1,46% | 0,66 CHF | 0,67 CHF | 136 000 | 136 000 | 138 684 | 138 684 | 94 088 CHF | 95 475 CHF | 100,00% | 100,00% |
18/11/2024 | 1,56% | 0,64 CHF | 0,65 CHF | 136 000 | 136 000 | 134 994 | 134 994 | 85 939 CHF | 87 289 CHF | 100,00% | 100,00% |
15/11/2024 | 1,58% | 0,62 CHF | 0,63 CHF | 132 000 | 132 000 | 132 280 | 132 280 | 83 076 CHF | 84 399 CHF | 100,00% | 100,00% |
14/11/2024 | 1,48% | 0,66 CHF | 0,67 CHF | 136 000 | 136 000 | 137 326 | 137 326 | 92 211 CHF | 93 584 CHF | 100,00% | 100,00% |
13/11/2024 | 1,49% | 0,68 CHF | 0,69 CHF | 140 000 | 140 000 | 136 398 | 136 398 | 90 719 CHF | 92 083 CHF | 100,00% | 100,00% |
12/11/2024 | 1,55% | 0,65 CHF | 0,66 CHF | 136 000 | 136 000 | 135 438 | 135 438 | 86 955 CHF | 88 310 CHF | 99,85% | 99,85% |
11/11/2024 | 1,55% | 0,63 CHF | 0,64 CHF | 132 000 | 132 000 | 135 306 | 135 306 | 86 545 CHF | 87 898 CHF | 99,64% | 99,64% |
08/11/2024 | 1,54% | 0,65 CHF | 0,66 CHF | 136 000 | 136 000 | 134 834 | 134 834 | 86 633 CHF | 87 982 CHF | 99,45% | 99,45% |
07/11/2024 | 1,50% | 0,66 CHF | 0,67 CHF | 136 000 | 136 000 | 135 439 | 135 439 | 89 447 CHF | 90 802 CHF | 100,00% | 100,00% |