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 | 1,34% | 0,76 CHF | 0,77 CHF | 140 000 | 140 000 | 136 193 | 136 193 | 101 130 CHF | 102 492 CHF | 100,00% | 100,00% |
19/11/2024 | 1,30% | 0,74 CHF | 0,75 CHF | 136 000 | 136 000 | 138 683 | 138 683 | 106 418 CHF | 107 804 CHF | 100,00% | 100,00% |
18/11/2024 | 1,37% | 0,73 CHF | 0,74 CHF | 136 000 | 136 000 | 134 995 | 134 995 | 97 912 CHF | 99 262 CHF | 100,00% | 100,00% |
15/11/2024 | 1,39% | 0,71 CHF | 0,72 CHF | 132 000 | 132 000 | 132 280 | 132 280 | 94 849 CHF | 96 172 CHF | 100,00% | 100,00% |
14/11/2024 | 1,31% | 0,75 CHF | 0,76 CHF | 136 000 | 136 000 | 137 327 | 137 327 | 104 475 CHF | 105 849 CHF | 100,00% | 100,00% |
13/11/2024 | 1,32% | 0,77 CHF | 0,78 CHF | 140 000 | 140 000 | 136 398 | 136 398 | 102 901 CHF | 104 265 CHF | 100,00% | 100,00% |
12/11/2024 | 1,36% | 0,74 CHF | 0,75 CHF | 136 000 | 136 000 | 135 438 | 135 438 | 98 948 CHF | 100 302 CHF | 99,85% | 99,85% |
11/11/2024 | 1,36% | 0,72 CHF | 0,73 CHF | 132 000 | 132 000 | 135 305 | 135 305 | 98 516 CHF | 99 869 CHF | 99,67% | 99,67% |
08/11/2024 | 1,35% | 0,74 CHF | 0,75 CHF | 136 000 | 136 000 | 134 831 | 134 831 | 98 937 CHF | 100 285 CHF | 99,18% | 99,18% |
07/11/2024 | 1,33% | 0,74 CHF | 0,75 CHF | 136 000 | 136 000 | 135 439 | 135 439 | 101 542 CHF | 102 896 CHF | 100,00% | 100,00% |