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 | 1,27% | 0,76 CHF | 0,77 CHF | 200 000 | 200 000 | 199 597 | 199 597 | 156 585 CHF | 158 581 CHF | 99,48% | 99,48% |
19/11/2024 | 1,33% | 0,75 CHF | 0,76 CHF | 205 000 | 205 000 | 203 400 | 203 400 | 151 515 CHF | 153 549 CHF | 99,38% | 99,38% |
18/11/2024 | 1,24% | 0,81 CHF | 0,82 CHF | 200 000 | 200 000 | 199 175 | 199 175 | 160 241 CHF | 162 232 CHF | 99,89% | 99,89% |
15/11/2024 | 1,26% | 0,79 CHF | 0,80 CHF | 200 000 | 200 000 | 199 175 | 199 175 | 157 255 CHF | 159 247 CHF | 100,00% | 100,00% |
14/11/2024 | 1,32% | 0,78 CHF | 0,79 CHF | 200 000 | 200 000 | 201 617 | 201 617 | 151 710 CHF | 153 726 CHF | 98,64% | 98,64% |
13/11/2024 | 1,36% | 0,69 CHF | 0,70 CHF | 205 000 | 205 000 | 203 638 | 203 638 | 149 067 CHF | 151 103 CHF | 100,00% | 100,00% |
12/11/2024 | 1,28% | 0,74 CHF | 0,75 CHF | 205 000 | 205 000 | 199 774 | 199 774 | 155 555 CHF | 157 553 CHF | 99,88% | 99,88% |
11/11/2024 | 1,29% | 0,81 CHF | 0,82 CHF | 200 000 | 200 000 | 199 743 | 199 743 | 154 414 CHF | 156 412 CHF | 100,00% | 100,00% |
08/11/2024 | 1,39% | 0,69 CHF | 0,70 CHF | 205 000 | 205 000 | 203 525 | 203 525 | 145 258 CHF | 147 294 CHF | 98,50% | 98,50% |
07/11/2024 | 1,20% | 0,80 CHF | 0,81 CHF | 200 000 | 200 000 | 195 144 | 195 144 | 161 482 CHF | 163 433 CHF | 100,00% | 100,00% |