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 | 2,01% | 0,49 CHF | 0,50 CHF | 166 000 | 166 000 | 164 553 | 164 553 | 81 169 CHF | 82 815 CHF | 100,00% | 100,00% |
19/11/2024 | 2,05% | 0,49 CHF | 0,50 CHF | 164 000 | 164 000 | 165 537 | 165 537 | 79 777 CHF | 81 433 CHF | 99,90% | 99,90% |
18/11/2024 | 2,02% | 0,50 CHF | 0,51 CHF | 164 000 | 164 000 | 164 764 | 164 764 | 80 934 CHF | 82 582 CHF | 100,00% | 100,00% |
15/11/2024 | 1,87% | 0,52 CHF | 0,53 CHF | 164 000 | 164 000 | 163 986 | 163 986 | 86 887 CHF | 88 527 CHF | 100,00% | 100,00% |
14/11/2024 | 1,77% | 0,59 CHF | 0,60 CHF | 162 000 | 162 000 | 162 417 | 162 417 | 91 113 CHF | 92 737 CHF | 100,00% | 100,00% |
13/11/2024 | 1,84% | 0,54 CHF | 0,55 CHF | 164 000 | 164 000 | 163 695 | 163 695 | 88 217 CHF | 89 854 CHF | 100,00% | 100,00% |
12/11/2024 | 1,71% | 0,56 CHF | 0,57 CHF | 162 000 | 162 000 | 162 000 | 162 000 | 93 915 CHF | 95 535 CHF | 99,89% | 99,89% |
11/11/2024 | 1,63% | 0,61 CHF | 0,62 CHF | 162 000 | 162 000 | 160 732 | 160 732 | 98 028 CHF | 99 635 CHF | 100,00% | 100,00% |
08/11/2024 | 1,64% | 0,60 CHF | 0,61 CHF | 162 000 | 162 000 | 161 155 | 161 155 | 97 718 CHF | 99 330 CHF | 98,96% | 98,96% |
07/11/2024 | 1,59% | 0,60 CHF | 0,61 CHF | 162 000 | 162 000 | 160 471 | 160 471 | 100 406 CHF | 102 011 CHF | 100,00% | 100,00% |