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 | 1,81% | 0,56 CHF | 0,57 CHF | 188 000 | 188 000 | 186 229 | 186 229 | 102 159 CHF | 104 021 CHF | 100,00% | 100,00% |
19/11/2024 | 1,78% | 0,55 CHF | 0,56 CHF | 186 000 | 186 000 | 187 039 | 187 039 | 104 242 CHF | 106 112 CHF | 100,00% | 100,00% |
18/11/2024 | 1,83% | 0,52 CHF | 0,53 CHF | 184 000 | 184 000 | 185 259 | 185 259 | 100 330 CHF | 102 183 CHF | 100,00% | 100,00% |
15/11/2024 | 1,80% | 0,54 CHF | 0,55 CHF | 186 000 | 186 000 | 185 194 | 185 194 | 102 197 CHF | 104 049 CHF | 100,00% | 100,00% |
14/11/2024 | 1,73% | 0,57 CHF | 0,58 CHF | 186 000 | 186 000 | 187 297 | 187 297 | 107 605 CHF | 109 478 CHF | 99,33% | 99,33% |
13/11/2024 | 1,56% | 0,64 CHF | 0,65 CHF | 192 000 | 192 000 | 191 353 | 191 353 | 121 447 CHF | 123 361 CHF | 100,00% | 100,00% |
12/11/2024 | 1,65% | 0,65 CHF | 0,66 CHF | 192 000 | 192 000 | 189 166 | 189 166 | 113 613 CHF | 115 505 CHF | 100,00% | 100,00% |
11/11/2024 | 1,75% | 0,57 CHF | 0,58 CHF | 186 000 | 186 000 | 186 013 | 186 013 | 105 212 CHF | 107 072 CHF | 99,93% | 99,93% |
08/11/2024 | 1,76% | 0,59 CHF | 0,60 CHF | 188 000 | 188 000 | 185 802 | 185 802 | 104 547 CHF | 106 405 CHF | 100,00% | 100,00% |
07/11/2024 | 1,85% | 0,53 CHF | 0,54 CHF | 182 000 | 182 000 | 182 780 | 182 780 | 98 071 CHF | 99 899 CHF | 100,00% | 100,00% |