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 | 1,66% | 0,59 CHF | 0,60 CHF | 166 000 | 166 000 | 164 552 | 164 552 | 98 606 CHF | 100 251 CHF | 100,00% | 100,00% |
19/11/2024 | 1,69% | 0,60 CHF | 0,61 CHF | 164 000 | 164 000 | 165 537 | 165 537 | 97 348 CHF | 99 003 CHF | 99,91% | 99,91% |
18/11/2024 | 1,66% | 0,61 CHF | 0,62 CHF | 164 000 | 164 000 | 164 764 | 164 764 | 98 422 CHF | 100 070 CHF | 100,00% | 100,00% |
15/11/2024 | 1,56% | 0,63 CHF | 0,64 CHF | 164 000 | 164 000 | 163 985 | 163 985 | 104 388 CHF | 106 028 CHF | 100,00% | 100,00% |
14/11/2024 | 1,49% | 0,70 CHF | 0,71 CHF | 162 000 | 162 000 | 162 417 | 162 417 | 108 338 CHF | 109 963 CHF | 100,00% | 100,00% |
13/11/2024 | 1,54% | 0,65 CHF | 0,66 CHF | 164 000 | 164 000 | 163 696 | 163 696 | 105 551 CHF | 107 188 CHF | 100,00% | 100,00% |
12/11/2024 | 1,45% | 0,67 CHF | 0,68 CHF | 162 000 | 162 000 | 162 000 | 162 000 | 111 042 CHF | 112 662 CHF | 99,91% | 99,91% |
11/11/2024 | 1,39% | 0,71 CHF | 0,72 CHF | 162 000 | 162 000 | 160 732 | 160 732 | 115 209 CHF | 116 817 CHF | 100,00% | 100,00% |
08/11/2024 | 1,39% | 0,70 CHF | 0,71 CHF | 162 000 | 162 000 | 161 154 | 161 154 | 114 831 CHF | 116 443 CHF | 98,97% | 98,97% |
07/11/2024 | 1,36% | 0,70 CHF | 0,71 CHF | 162 000 | 162 000 | 160 470 | 160 470 | 117 561 CHF | 119 166 CHF | 100,00% | 100,00% |