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 | 1,39% | 0,67 CHF | 0,68 CHF | 135 000 | 135 000 | 133 765 | 133 765 | 95 598 CHF | 96 936 CHF | 99,29% | 99,29% |
19/11/2024 | 1,40% | 0,72 CHF | 0,73 CHF | 135 000 | 135 000 | 134 093 | 134 093 | 94 894 CHF | 96 235 CHF | 99,97% | 99,97% |
18/11/2024 | 1,32% | 0,77 CHF | 0,78 CHF | 130 000 | 130 000 | 130 610 | 130 610 | 97 938 CHF | 99 244 CHF | 99,89% | 99,89% |
15/11/2024 | 1,41% | 0,69 CHF | 0,70 CHF | 135 000 | 135 000 | 134 443 | 134 443 | 94 371 CHF | 95 715 CHF | 100,00% | 100,00% |
14/11/2024 | 1,45% | 0,70 CHF | 0,71 CHF | 135 000 | 135 000 | 134 435 | 134 435 | 92 133 CHF | 93 477 CHF | 98,65% | 98,65% |
13/11/2024 | 1,47% | 0,66 CHF | 0,67 CHF | 135 000 | 135 000 | 134 462 | 134 462 | 90 673 CHF | 92 018 CHF | 99,98% | 99,98% |
12/11/2024 | 1,40% | 0,66 CHF | 0,67 CHF | 135 000 | 135 000 | 134 439 | 134 439 | 95 715 CHF | 97 060 CHF | 99,13% | 99,13% |
11/11/2024 | 1,35% | 0,75 CHF | 0,76 CHF | 130 000 | 130 000 | 133 054 | 133 054 | 98 196 CHF | 99 526 CHF | 100,00% | 100,00% |
08/11/2024 | 1,40% | 0,70 CHF | 0,71 CHF | 135 000 | 135 000 | 134 437 | 134 437 | 95 724 CHF | 97 069 CHF | 99,04% | 99,04% |
07/11/2024 | 1,30% | 0,74 CHF | 0,75 CHF | 130 000 | 130 000 | 129 464 | 129 464 | 98 720 CHF | 100 015 CHF | 100,00% | 100,00% |