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 | 1,97% | 0,49 CHF | 0,50 CHF | 166 000 | 166 000 | 164 552 | 164 552 | 82 608 CHF | 84 254 CHF | 100,00% | 100,00% |
19/11/2024 | 2,02% | 0,50 CHF | 0,51 CHF | 164 000 | 164 000 | 165 537 | 165 537 | 81 235 CHF | 82 890 CHF | 99,87% | 99,87% |
18/11/2024 | 1,98% | 0,51 CHF | 0,52 CHF | 164 000 | 164 000 | 164 764 | 164 764 | 82 311 CHF | 83 959 CHF | 100,00% | 100,00% |
15/11/2024 | 1,84% | 0,53 CHF | 0,54 CHF | 164 000 | 164 000 | 163 985 | 163 985 | 88 300 CHF | 89 940 CHF | 100,00% | 100,00% |
14/11/2024 | 1,74% | 0,60 CHF | 0,61 CHF | 162 000 | 162 000 | 162 417 | 162 417 | 92 404 CHF | 94 029 CHF | 100,00% | 100,00% |
13/11/2024 | 1,81% | 0,55 CHF | 0,56 CHF | 164 000 | 164 000 | 163 696 | 163 696 | 89 576 CHF | 91 213 CHF | 100,00% | 100,00% |
12/11/2024 | 1,69% | 0,57 CHF | 0,58 CHF | 162 000 | 162 000 | 162 000 | 162 000 | 95 293 CHF | 96 913 CHF | 99,89% | 99,89% |
11/11/2024 | 1,60% | 0,61 CHF | 0,62 CHF | 162 000 | 162 000 | 160 733 | 160 733 | 99 445 CHF | 101 052 CHF | 100,00% | 100,00% |
08/11/2024 | 1,61% | 0,61 CHF | 0,62 CHF | 162 000 | 162 000 | 161 154 | 161 154 | 99 092 CHF | 100 703 CHF | 98,92% | 98,92% |
07/11/2024 | 1,57% | 0,61 CHF | 0,62 CHF | 162 000 | 162 000 | 160 470 | 160 470 | 101 778 CHF | 103 383 CHF | 100,00% | 100,00% |