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 | 1,70% | 0,60 CHF | 0,61 CHF | 140 000 | 140 000 | 136 194 | 136 194 | 79 604 CHF | 80 966 CHF | 100,00% | 100,00% |
19/11/2024 | 1,63% | 0,59 CHF | 0,60 CHF | 136 000 | 136 000 | 138 683 | 138 683 | 84 380 CHF | 85 767 CHF | 100,00% | 100,00% |
18/11/2024 | 1,75% | 0,57 CHF | 0,58 CHF | 136 000 | 136 000 | 134 994 | 134 994 | 76 461 CHF | 77 811 CHF | 100,00% | 100,00% |
15/11/2024 | 1,78% | 0,55 CHF | 0,56 CHF | 132 000 | 132 000 | 132 280 | 132 280 | 73 789 CHF | 75 112 CHF | 100,00% | 100,00% |
14/11/2024 | 1,65% | 0,59 CHF | 0,60 CHF | 136 000 | 136 000 | 137 326 | 137 326 | 82 579 CHF | 83 952 CHF | 100,00% | 100,00% |
13/11/2024 | 1,67% | 0,61 CHF | 0,62 CHF | 140 000 | 140 000 | 136 398 | 136 398 | 81 151 CHF | 82 515 CHF | 100,00% | 100,00% |
12/11/2024 | 1,73% | 0,58 CHF | 0,59 CHF | 136 000 | 136 000 | 135 438 | 135 438 | 77 431 CHF | 78 785 CHF | 99,85% | 99,85% |
11/11/2024 | 1,74% | 0,56 CHF | 0,57 CHF | 132 000 | 132 000 | 135 306 | 135 306 | 77 009 CHF | 78 362 CHF | 99,64% | 99,64% |
08/11/2024 | 1,73% | 0,58 CHF | 0,59 CHF | 136 000 | 136 000 | 134 834 | 134 834 | 77 147 CHF | 78 496 CHF | 99,45% | 99,45% |
07/11/2024 | 1,69% | 0,58 CHF | 0,59 CHF | 136 000 | 136 000 | 135 439 | 135 439 | 79 545 CHF | 80 899 CHF | 100,00% | 100,00% |