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 | 1,59% | 0,64 CHF | 0,65 CHF | 140 000 | 140 000 | 136 193 | 136 193 | 84 993 CHF | 86 355 CHF | 100,00% | 100,00% |
19/11/2024 | 1,53% | 0,63 CHF | 0,64 CHF | 136 000 | 136 000 | 138 683 | 138 683 | 89 922 CHF | 91 309 CHF | 100,00% | 100,00% |
18/11/2024 | 1,64% | 0,61 CHF | 0,62 CHF | 136 000 | 136 000 | 134 994 | 134 994 | 81 813 CHF | 83 163 CHF | 100,00% | 100,00% |
15/11/2024 | 1,66% | 0,59 CHF | 0,60 CHF | 132 000 | 132 000 | 132 280 | 132 280 | 79 042 CHF | 80 365 CHF | 100,00% | 100,00% |
14/11/2024 | 1,55% | 0,63 CHF | 0,64 CHF | 136 000 | 136 000 | 137 326 | 137 326 | 88 068 CHF | 89 441 CHF | 100,00% | 100,00% |
13/11/2024 | 1,56% | 0,65 CHF | 0,66 CHF | 140 000 | 140 000 | 136 398 | 136 398 | 86 597 CHF | 87 961 CHF | 100,00% | 100,00% |
12/11/2024 | 1,62% | 0,62 CHF | 0,63 CHF | 136 000 | 136 000 | 135 438 | 135 438 | 82 808 CHF | 84 162 CHF | 99,85% | 99,85% |
11/11/2024 | 1,63% | 0,60 CHF | 0,61 CHF | 132 000 | 132 000 | 135 306 | 135 306 | 82 331 CHF | 83 684 CHF | 99,64% | 99,64% |
08/11/2024 | 1,62% | 0,62 CHF | 0,63 CHF | 136 000 | 136 000 | 134 834 | 134 834 | 82 518 CHF | 83 866 CHF | 99,43% | 99,43% |
07/11/2024 | 1,58% | 0,62 CHF | 0,63 CHF | 136 000 | 136 000 | 135 439 | 135 439 | 84 955 CHF | 86 310 CHF | 100,00% | 100,00% |