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 | 1,41% | 0,70 CHF | 0,71 CHF | 166 000 | 166 000 | 164 553 | 164 553 | 116 001 CHF | 117 646 CHF | 100,00% | 100,00% |
19/11/2024 | 1,43% | 0,71 CHF | 0,72 CHF | 164 000 | 164 000 | 165 537 | 165 537 | 114 802 CHF | 116 457 CHF | 99,87% | 99,87% |
18/11/2024 | 1,41% | 0,71 CHF | 0,72 CHF | 164 000 | 164 000 | 164 764 | 164 764 | 115 769 CHF | 117 416 CHF | 100,00% | 100,00% |
15/11/2024 | 1,34% | 0,73 CHF | 0,74 CHF | 164 000 | 164 000 | 163 985 | 163 985 | 121 702 CHF | 123 342 CHF | 100,00% | 100,00% |
14/11/2024 | 1,29% | 0,80 CHF | 0,81 CHF | 162 000 | 162 000 | 162 417 | 162 417 | 125 436 CHF | 127 060 CHF | 100,00% | 100,00% |
13/11/2024 | 1,32% | 0,75 CHF | 0,76 CHF | 164 000 | 164 000 | 163 695 | 163 695 | 122 829 CHF | 124 466 CHF | 100,00% | 100,00% |
12/11/2024 | 1,26% | 0,78 CHF | 0,79 CHF | 162 000 | 162 000 | 162 000 | 162 000 | 128 080 CHF | 129 700 CHF | 99,90% | 99,90% |
11/11/2024 | 1,21% | 0,82 CHF | 0,83 CHF | 162 000 | 162 000 | 160 732 | 160 732 | 131 984 CHF | 133 591 CHF | 100,00% | 100,00% |
08/11/2024 | 1,22% | 0,81 CHF | 0,82 CHF | 162 000 | 162 000 | 161 154 | 161 154 | 131 800 CHF | 133 411 CHF | 98,90% | 98,90% |
07/11/2024 | 1,19% | 0,81 CHF | 0,82 CHF | 162 000 | 162 000 | 160 470 | 160 470 | 134 405 CHF | 136 010 CHF | 100,00% | 100,00% |