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 | 1,07% | 0,92 CHF | 0,93 CHF | 166 000 | 166 000 | 164 552 | 164 552 | 152 265 CHF | 153 910 CHF | 100,00% | 100,00% |
19/11/2024 | 1,09% | 0,93 CHF | 0,94 CHF | 164 000 | 164 000 | 165 537 | 165 537 | 151 284 CHF | 152 940 CHF | 99,85% | 99,85% |
18/11/2024 | 1,08% | 0,93 CHF | 0,94 CHF | 164 000 | 164 000 | 164 764 | 164 764 | 152 087 CHF | 153 735 CHF | 100,00% | 100,00% |
15/11/2024 | 1,03% | 0,95 CHF | 0,96 CHF | 164 000 | 164 000 | 163 985 | 163 985 | 157 779 CHF | 159 419 CHF | 100,00% | 100,00% |
14/11/2024 | 1,00% | 1,02 CHF | 1,03 CHF | 162 000 | 162 000 | 162 417 | 162 417 | 161 168 CHF | 162 792 CHF | 100,00% | 100,00% |
13/11/2024 | 1,03% | 0,97 CHF | 0,98 CHF | 164 000 | 164 000 | 163 696 | 163 696 | 158 842 CHF | 160 479 CHF | 100,00% | 100,00% |
12/11/2024 | 0,98% | 1,00 CHF | 1,01 CHF | 162 000 | 162 000 | 162 000 | 162 000 | 163 720 CHF | 165 340 CHF | 99,86% | 99,86% |
11/11/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 162 000 | 162 000 | 160 732 | 160 732 | 167 345 CHF | 168 952 CHF | 100,00% | 100,00% |
08/11/2024 | 0,96% | 1,03 CHF | 1,04 CHF | 162 000 | 162 000 | 161 154 | 161 154 | 167 254 CHF | 168 866 CHF | 98,88% | 98,88% |
07/11/2024 | 0,94% | 1,03 CHF | 1,04 CHF | 162 000 | 162 000 | 160 470 | 160 470 | 169 708 CHF | 171 313 CHF | 100,00% | 100,00% |