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 | 1,22% | 0,80 CHF | 0,81 CHF | 166 000 | 166 000 | 164 553 | 164 553 | 133 560 CHF | 135 206 CHF | 100,00% | 100,00% |
19/11/2024 | 1,24% | 0,81 CHF | 0,82 CHF | 164 000 | 164 000 | 165 537 | 165 537 | 132 493 CHF | 134 149 CHF | 99,88% | 99,88% |
18/11/2024 | 1,23% | 0,82 CHF | 0,83 CHF | 164 000 | 164 000 | 164 764 | 164 764 | 133 357 CHF | 135 005 CHF | 100,00% | 100,00% |
15/11/2024 | 1,17% | 0,84 CHF | 0,85 CHF | 164 000 | 164 000 | 163 985 | 163 985 | 139 041 CHF | 140 681 CHF | 100,00% | 100,00% |
14/11/2024 | 1,13% | 0,91 CHF | 0,92 CHF | 162 000 | 162 000 | 162 417 | 162 417 | 142 655 CHF | 144 279 CHF | 100,00% | 100,00% |
13/11/2024 | 1,16% | 0,86 CHF | 0,87 CHF | 164 000 | 164 000 | 163 695 | 163 695 | 140 219 CHF | 141 856 CHF | 100,00% | 100,00% |
12/11/2024 | 1,11% | 0,88 CHF | 0,89 CHF | 162 000 | 162 000 | 162 000 | 162 000 | 145 396 CHF | 147 016 CHF | 99,91% | 99,91% |
11/11/2024 | 1,07% | 0,92 CHF | 0,93 CHF | 162 000 | 162 000 | 160 732 | 160 732 | 149 189 CHF | 150 797 CHF | 100,00% | 100,00% |
08/11/2024 | 1,08% | 0,92 CHF | 0,93 CHF | 162 000 | 162 000 | 161 155 | 161 155 | 148 874 CHF | 150 485 CHF | 98,93% | 98,93% |
07/11/2024 | 1,05% | 0,91 CHF | 0,92 CHF | 162 000 | 162 000 | 160 470 | 160 470 | 151 404 CHF | 153 009 CHF | 100,00% | 100,00% |