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 | 1,47% | 0,68 CHF | 0,69 CHF | 330 000 | 330 000 | 323 783 | 323 783 | 218 617 CHF | 221 855 CHF | 100,00% | 100,00% |
19/11/2024 | 1,47% | 0,67 CHF | 0,68 CHF | 325 000 | 325 000 | 323 416 | 323 416 | 218 493 CHF | 221 728 CHF | 100,00% | 100,00% |
18/11/2024 | 1,52% | 0,65 CHF | 0,66 CHF | 320 000 | 320 000 | 318 030 | 318 030 | 207 171 CHF | 210 352 CHF | 100,00% | 100,00% |
15/11/2024 | 1,54% | 0,64 CHF | 0,65 CHF | 315 000 | 315 000 | 314 628 | 314 628 | 202 668 CHF | 205 814 CHF | 100,00% | 100,00% |
14/11/2024 | 1,48% | 0,66 CHF | 0,67 CHF | 320 000 | 320 000 | 321 006 | 321 006 | 215 643 CHF | 218 853 CHF | 99,33% | 99,33% |
13/11/2024 | 1,46% | 0,70 CHF | 0,71 CHF | 330 000 | 330 000 | 322 976 | 322 976 | 219 307 CHF | 222 537 CHF | 100,00% | 100,00% |
12/11/2024 | 1,55% | 0,66 CHF | 0,67 CHF | 320 000 | 320 000 | 315 010 | 315 010 | 202 303 CHF | 205 454 CHF | 100,00% | 100,00% |
11/11/2024 | 1,55% | 0,63 CHF | 0,64 CHF | 315 000 | 315 000 | 314 424 | 314 424 | 201 226 CHF | 204 370 CHF | 99,93% | 99,93% |
08/11/2024 | 1,53% | 0,66 CHF | 0,67 CHF | 320 000 | 320 000 | 315 066 | 315 066 | 204 411 CHF | 207 562 CHF | 99,98% | 99,98% |
07/11/2024 | 1,65% | 0,61 CHF | 0,62 CHF | 305 000 | 305 000 | 304 037 | 304 037 | 183 128 CHF | 186 169 CHF | 100,00% | 100,00% |