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 | 2,56% | 0,38 CHF | 0,39 CHF | 166 000 | 166 000 | 164 553 | 164 553 | 63 596 CHF | 65 241 CHF | 100,00% | 100,00% |
19/11/2024 | 2,63% | 0,39 CHF | 0,40 CHF | 164 000 | 164 000 | 165 537 | 165 537 | 62 238 CHF | 63 894 CHF | 99,91% | 99,91% |
18/11/2024 | 2,56% | 0,39 CHF | 0,40 CHF | 164 000 | 164 000 | 164 764 | 164 764 | 63 459 CHF | 65 106 CHF | 100,00% | 100,00% |
15/11/2024 | 2,33% | 0,41 CHF | 0,42 CHF | 164 000 | 164 000 | 163 985 | 163 985 | 69 670 CHF | 71 309 CHF | 100,00% | 100,00% |
14/11/2024 | 2,18% | 0,48 CHF | 0,49 CHF | 162 000 | 162 000 | 162 417 | 162 417 | 73 883 CHF | 75 507 CHF | 100,00% | 100,00% |
13/11/2024 | 2,29% | 0,43 CHF | 0,44 CHF | 164 000 | 164 000 | 163 695 | 163 695 | 70 824 CHF | 72 461 CHF | 100,00% | 100,00% |
12/11/2024 | 2,09% | 0,46 CHF | 0,47 CHF | 162 000 | 162 000 | 162 000 | 162 000 | 76 679 CHF | 78 299 CHF | 99,93% | 99,93% |
11/11/2024 | 1,96% | 0,50 CHF | 0,51 CHF | 162 000 | 162 000 | 160 732 | 160 732 | 81 175 CHF | 82 782 CHF | 100,00% | 100,00% |
08/11/2024 | 1,98% | 0,49 CHF | 0,50 CHF | 162 000 | 162 000 | 161 154 | 161 154 | 80 699 CHF | 82 310 CHF | 98,97% | 98,97% |
07/11/2024 | 1,90% | 0,49 CHF | 0,50 CHF | 162 000 | 162 000 | 160 470 | 160 470 | 83 582 CHF | 85 187 CHF | 100,00% | 100,00% |