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 | 1,10% | 0,92 CHF | 0,93 CHF | 132 000 | 132 000 | 129 514 | 129 514 | 117 065 CHF | 118 361 CHF | 100,00% | 100,00% |
19/11/2024 | 1,10% | 0,90 CHF | 0,91 CHF | 130 000 | 130 000 | 129 367 | 129 367 | 116 886 CHF | 118 179 CHF | 100,00% | 100,00% |
18/11/2024 | 1,18% | 0,83 CHF | 0,84 CHF | 128 000 | 128 000 | 127 212 | 127 212 | 106 959 CHF | 108 231 CHF | 100,00% | 100,00% |
15/11/2024 | 1,21% | 0,82 CHF | 0,83 CHF | 126 000 | 126 000 | 125 851 | 125 851 | 103 573 CHF | 104 831 CHF | 100,00% | 100,00% |
14/11/2024 | 1,11% | 0,86 CHF | 0,87 CHF | 128 000 | 128 000 | 128 404 | 128 404 | 114 647 CHF | 115 931 CHF | 99,33% | 99,33% |
13/11/2024 | 1,10% | 0,96 CHF | 0,97 CHF | 132 000 | 132 000 | 129 189 | 129 189 | 117 528 CHF | 118 820 CHF | 100,00% | 100,00% |
12/11/2024 | 1,22% | 0,86 CHF | 0,87 CHF | 128 000 | 128 000 | 126 005 | 126 005 | 103 064 CHF | 104 324 CHF | 100,00% | 100,00% |
11/11/2024 | 1,22% | 0,79 CHF | 0,80 CHF | 126 000 | 126 000 | 125 770 | 125 770 | 102 275 CHF | 103 533 CHF | 99,93% | 99,93% |
08/11/2024 | 1,20% | 0,86 CHF | 0,87 CHF | 128 000 | 128 000 | 126 027 | 126 027 | 104 856 CHF | 106 116 CHF | 100,00% | 100,00% |
07/11/2024 | 1,39% | 0,72 CHF | 0,73 CHF | 122 000 | 122 000 | 121 614 | 121 614 | 86 753 CHF | 87 969 CHF | 100,00% | 100,00% |