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 | 1,23% | 0,80 CHF | 0,81 CHF | 166 000 | 166 000 | 164 553 | 164 553 | 133 196 CHF | 134 841 CHF | 100,00% | 100,00% |
19/11/2024 | 1,25% | 0,81 CHF | 0,82 CHF | 164 000 | 164 000 | 165 537 | 165 537 | 132 143 CHF | 133 799 CHF | 99,83% | 99,83% |
18/11/2024 | 1,23% | 0,82 CHF | 0,83 CHF | 164 000 | 164 000 | 164 764 | 164 764 | 133 048 CHF | 134 696 CHF | 100,00% | 100,00% |
15/11/2024 | 1,17% | 0,84 CHF | 0,85 CHF | 164 000 | 164 000 | 163 986 | 163 986 | 138 820 CHF | 140 460 CHF | 100,00% | 100,00% |
14/11/2024 | 1,13% | 0,90 CHF | 0,91 CHF | 162 000 | 162 000 | 162 417 | 162 417 | 142 403 CHF | 144 027 CHF | 100,00% | 100,00% |
13/11/2024 | 1,16% | 0,86 CHF | 0,87 CHF | 164 000 | 164 000 | 163 695 | 163 695 | 139 901 CHF | 141 538 CHF | 100,00% | 100,00% |
12/11/2024 | 1,11% | 0,88 CHF | 0,89 CHF | 162 000 | 162 000 | 162 000 | 162 000 | 144 906 CHF | 146 526 CHF | 99,86% | 99,86% |
11/11/2024 | 1,07% | 0,92 CHF | 0,93 CHF | 162 000 | 162 000 | 160 733 | 160 733 | 148 830 CHF | 150 437 CHF | 100,00% | 100,00% |
08/11/2024 | 1,08% | 0,91 CHF | 0,92 CHF | 162 000 | 162 000 | 161 155 | 161 155 | 148 489 CHF | 150 100 CHF | 98,92% | 98,92% |
07/11/2024 | 1,06% | 0,91 CHF | 0,92 CHF | 162 000 | 162 000 | 160 471 | 160 471 | 151 120 CHF | 152 724 CHF | 100,00% | 100,00% |