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 | 1,84% | 0,56 CHF | 0,57 CHF | 140 000 | 140 000 | 136 194 | 136 194 | 73 230 CHF | 74 592 CHF | 100,00% | 100,00% |
19/11/2024 | 1,77% | 0,54 CHF | 0,55 CHF | 136 000 | 136 000 | 138 684 | 138 684 | 77 708 CHF | 79 095 CHF | 100,00% | 100,00% |
18/11/2024 | 1,91% | 0,53 CHF | 0,54 CHF | 136 000 | 136 000 | 134 994 | 134 994 | 70 169 CHF | 71 519 CHF | 100,00% | 100,00% |
15/11/2024 | 1,94% | 0,50 CHF | 0,51 CHF | 132 000 | 132 000 | 132 280 | 132 280 | 67 394 CHF | 68 717 CHF | 100,00% | 100,00% |
14/11/2024 | 1,79% | 0,54 CHF | 0,55 CHF | 136 000 | 136 000 | 137 326 | 137 326 | 76 150 CHF | 77 523 CHF | 100,00% | 100,00% |
13/11/2024 | 1,81% | 0,56 CHF | 0,57 CHF | 140 000 | 140 000 | 136 399 | 136 399 | 74 769 CHF | 76 133 CHF | 100,00% | 100,00% |
12/11/2024 | 1,89% | 0,53 CHF | 0,54 CHF | 136 000 | 136 000 | 135 439 | 135 439 | 71 132 CHF | 72 486 CHF | 99,87% | 99,87% |
11/11/2024 | 1,89% | 0,51 CHF | 0,52 CHF | 132 000 | 132 000 | 135 304 | 135 304 | 70 801 CHF | 72 154 CHF | 99,68% | 99,68% |
08/11/2024 | 1,89% | 0,53 CHF | 0,54 CHF | 136 000 | 136 000 | 134 831 | 134 831 | 70 771 CHF | 72 119 CHF | 99,20% | 99,20% |
07/11/2024 | 1,83% | 0,54 CHF | 0,55 CHF | 136 000 | 136 000 | 135 439 | 135 439 | 73 168 CHF | 74 522 CHF | 100,00% | 100,00% |