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 | 1,53% | 0,64 CHF | 0,65 CHF | 210 000 | 210 000 | 208 729 | 208 729 | 138 482 CHF | 140 572 CHF | 99,42% | 99,42% |
19/11/2024 | 1,62% | 0,63 CHF | 0,64 CHF | 210 000 | 210 000 | 207 876 | 207 876 | 129 834 CHF | 131 915 CHF | 99,41% | 99,41% |
18/11/2024 | 1,49% | 0,69 CHF | 0,70 CHF | 210 000 | 210 000 | 207 886 | 207 886 | 141 189 CHF | 143 270 CHF | 99,88% | 99,88% |
15/11/2024 | 1,51% | 0,66 CHF | 0,67 CHF | 220 000 | 220 000 | 217 787 | 217 787 | 146 004 CHF | 148 185 CHF | 100,00% | 100,00% |
14/11/2024 | 1,60% | 0,66 CHF | 0,67 CHF | 220 000 | 220 000 | 222 600 | 222 600 | 141 269 CHF | 143 498 CHF | 98,59% | 98,59% |
13/11/2024 | 1,64% | 0,58 CHF | 0,59 CHF | 220 000 | 220 000 | 218 471 | 218 471 | 134 537 CHF | 136 724 CHF | 100,00% | 100,00% |
12/11/2024 | 1,54% | 0,62 CHF | 0,63 CHF | 210 000 | 210 000 | 207 889 | 207 889 | 137 107 CHF | 139 188 CHF | 99,87% | 99,87% |
11/11/2024 | 1,55% | 0,69 CHF | 0,70 CHF | 220 000 | 220 000 | 218 923 | 218 923 | 142 743 CHF | 144 935 CHF | 100,00% | 100,00% |
08/11/2024 | 1,69% | 0,58 CHF | 0,59 CHF | 220 000 | 220 000 | 216 515 | 216 515 | 129 954 CHF | 132 122 CHF | 98,52% | 98,52% |
07/11/2024 | 1,42% | 0,69 CHF | 0,70 CHF | 210 000 | 210 000 | 207 887 | 207 887 | 148 553 CHF | 150 634 CHF | 100,00% | 100,00% |