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 | 1,38% | 0,73 CHF | 0,74 CHF | 188 000 | 188 000 | 186 229 | 186 229 | 134 146 CHF | 136 008 CHF | 100,00% | 100,00% |
19/11/2024 | 1,36% | 0,72 CHF | 0,73 CHF | 186 000 | 186 000 | 187 039 | 187 039 | 136 280 CHF | 138 151 CHF | 100,00% | 100,00% |
18/11/2024 | 1,39% | 0,70 CHF | 0,71 CHF | 184 000 | 184 000 | 185 258 | 185 258 | 132 124 CHF | 133 977 CHF | 100,00% | 100,00% |
15/11/2024 | 1,37% | 0,72 CHF | 0,73 CHF | 186 000 | 186 000 | 185 195 | 185 195 | 134 005 CHF | 135 857 CHF | 100,00% | 100,00% |
14/11/2024 | 1,33% | 0,74 CHF | 0,75 CHF | 186 000 | 186 000 | 187 298 | 187 298 | 139 997 CHF | 141 870 CHF | 99,33% | 99,33% |
13/11/2024 | 1,23% | 0,81 CHF | 0,82 CHF | 192 000 | 192 000 | 191 352 | 191 352 | 154 368 CHF | 156 282 CHF | 100,00% | 100,00% |
12/11/2024 | 1,29% | 0,82 CHF | 0,83 CHF | 192 000 | 192 000 | 189 166 | 189 166 | 146 146 CHF | 148 038 CHF | 100,00% | 100,00% |
11/11/2024 | 1,35% | 0,75 CHF | 0,76 CHF | 186 000 | 186 000 | 186 013 | 186 013 | 137 254 CHF | 139 114 CHF | 99,93% | 99,93% |
08/11/2024 | 1,35% | 0,76 CHF | 0,77 CHF | 188 000 | 188 000 | 185 802 | 185 802 | 136 502 CHF | 138 360 CHF | 100,00% | 100,00% |
07/11/2024 | 1,40% | 0,71 CHF | 0,72 CHF | 182 000 | 182 000 | 182 780 | 182 780 | 129 638 CHF | 131 466 CHF | 100,00% | 100,00% |