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 | 1,20% | 0,84 CHF | 0,85 CHF | 188 000 | 188 000 | 186 230 | 186 230 | 154 312 CHF | 156 174 CHF | 100,00% | 100,00% |
19/11/2024 | 1,19% | 0,83 CHF | 0,84 CHF | 186 000 | 186 000 | 187 039 | 187 039 | 156 588 CHF | 158 458 CHF | 100,00% | 100,00% |
18/11/2024 | 1,21% | 0,80 CHF | 0,81 CHF | 184 000 | 184 000 | 185 259 | 185 259 | 152 338 CHF | 154 191 CHF | 100,00% | 100,00% |
15/11/2024 | 1,19% | 0,82 CHF | 0,83 CHF | 186 000 | 186 000 | 185 195 | 185 195 | 154 251 CHF | 156 103 CHF | 100,00% | 100,00% |
14/11/2024 | 1,16% | 0,85 CHF | 0,86 CHF | 186 000 | 186 000 | 187 297 | 187 297 | 160 316 CHF | 162 189 CHF | 99,33% | 99,33% |
13/11/2024 | 1,09% | 0,92 CHF | 0,93 CHF | 192 000 | 192 000 | 191 354 | 191 354 | 175 237 CHF | 177 151 CHF | 100,00% | 100,00% |
12/11/2024 | 1,13% | 0,93 CHF | 0,94 CHF | 192 000 | 192 000 | 189 166 | 189 166 | 166 761 CHF | 168 653 CHF | 100,00% | 100,00% |
11/11/2024 | 1,17% | 0,85 CHF | 0,86 CHF | 186 000 | 186 000 | 186 014 | 186 014 | 157 545 CHF | 159 405 CHF | 99,93% | 99,93% |
08/11/2024 | 1,18% | 0,87 CHF | 0,88 CHF | 188 000 | 188 000 | 185 802 | 185 802 | 156 885 CHF | 158 743 CHF | 100,00% | 100,00% |
07/11/2024 | 1,21% | 0,82 CHF | 0,83 CHF | 182 000 | 182 000 | 182 780 | 182 780 | 149 667 CHF | 151 495 CHF | 100,00% | 100,00% |