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 | 1,16% | 0,83 CHF | 0,84 CHF | 280 000 | 280 000 | 152 877 | 152 877 | 132 750 CHF | 134 282 CHF | 99,90% | 99,90% |
19/11/2024 | 1,20% | 0,83 CHF | 0,84 CHF | 280 000 | 280 000 | 152 427 | 152 427 | 128 196 CHF | 129 723 CHF | 100,00% | 100,00% |
18/11/2024 | 1,18% | 0,87 CHF | 0,88 CHF | 280 000 | 280 000 | 151 358 | 151 358 | 130 856 CHF | 132 373 CHF | 98,48% | 98,48% |
15/11/2024 | 1,10% | 0,87 CHF | 0,88 CHF | 280 000 | 280 000 | 150 393 | 150 393 | 137 541 CHF | 139 047 CHF | 97,60% | 97,60% |
14/11/2024 | 1,08% | 0,95 CHF | 0,96 CHF | 270 000 | 270 000 | 149 298 | 149 298 | 141 866 CHF | 143 365 CHF | 100,00% | 100,00% |
13/11/2024 | 1,13% | 0,91 CHF | 0,92 CHF | 280 000 | 280 000 | 151 152 | 151 152 | 136 989 CHF | 138 506 CHF | 100,00% | 100,00% |
12/11/2024 | 1,17% | 0,90 CHF | 0,91 CHF | 280 000 | 280 000 | 151 146 | 151 146 | 132 920 CHF | 134 437 CHF | 100,00% | 100,00% |
11/11/2024 | 1,13% | 0,87 CHF | 0,88 CHF | 280 000 | 280 000 | 151 156 | 151 156 | 137 671 CHF | 139 189 CHF | 100,00% | 100,00% |
08/11/2024 | 1,11% | 0,92 CHF | 0,93 CHF | 280 000 | 280 000 | 151 107 | 151 107 | 140 331 CHF | 141 848 CHF | 98,48% | 98,48% |
07/11/2024 | 1,13% | 0,93 CHF | 0,94 CHF | 280 000 | 280 000 | 150 706 | 150 706 | 136 334 CHF | 137 846 CHF | 99,15% | 99,15% |