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 | 1,38% | 0,74 CHF | 0,75 CHF | 140 000 | 140 000 | 136 194 | 136 194 | 98 274 CHF | 99 636 CHF | 100,00% | 100,00% |
19/11/2024 | 1,33% | 0,72 CHF | 0,73 CHF | 136 000 | 136 000 | 138 683 | 138 683 | 103 345 CHF | 104 732 CHF | 100,00% | 100,00% |
18/11/2024 | 1,41% | 0,71 CHF | 0,72 CHF | 136 000 | 136 000 | 134 994 | 134 994 | 95 070 CHF | 96 420 CHF | 100,00% | 100,00% |
15/11/2024 | 1,42% | 0,69 CHF | 0,70 CHF | 132 000 | 132 000 | 132 280 | 132 280 | 92 355 CHF | 93 678 CHF | 100,00% | 100,00% |
14/11/2024 | 1,34% | 0,73 CHF | 0,74 CHF | 136 000 | 136 000 | 137 327 | 137 327 | 101 850 CHF | 103 223 CHF | 100,00% | 100,00% |
13/11/2024 | 1,35% | 0,75 CHF | 0,76 CHF | 140 000 | 140 000 | 136 398 | 136 398 | 100 299 CHF | 101 663 CHF | 100,00% | 100,00% |
12/11/2024 | 1,39% | 0,72 CHF | 0,73 CHF | 136 000 | 136 000 | 135 438 | 135 438 | 96 480 CHF | 97 834 CHF | 99,85% | 99,85% |
11/11/2024 | 1,40% | 0,70 CHF | 0,71 CHF | 132 000 | 132 000 | 135 307 | 135 307 | 96 086 CHF | 97 439 CHF | 99,70% | 99,70% |
08/11/2024 | 1,39% | 0,72 CHF | 0,73 CHF | 136 000 | 136 000 | 134 841 | 134 841 | 96 145 CHF | 97 494 CHF | 100,00% | 100,00% |
07/11/2024 | 1,36% | 0,72 CHF | 0,73 CHF | 136 000 | 136 000 | 135 439 | 135 439 | 98 685 CHF | 100 039 CHF | 100,00% | 100,00% |