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 | 1,71% | 0,59 CHF | 0,60 CHF | 230 000 | 230 000 | 221 017 | 221 017 | 128 377 CHF | 130 587 CHF | 99,47% | 99,47% |
19/11/2024 | 1,67% | 0,60 CHF | 0,61 CHF | 230 000 | 230 000 | 227 601 | 227 601 | 135 316 CHF | 137 592 CHF | 99,78% | 99,78% |
18/11/2024 | 1,72% | 0,57 CHF | 0,58 CHF | 220 000 | 220 000 | 219 092 | 219 092 | 126 148 CHF | 128 339 CHF | 99,89% | 99,89% |
15/11/2024 | 1,71% | 0,58 CHF | 0,59 CHF | 220 000 | 220 000 | 219 093 | 219 093 | 127 132 CHF | 129 323 CHF | 100,00% | 100,00% |
14/11/2024 | 1,67% | 0,59 CHF | 0,60 CHF | 220 000 | 220 000 | 223 224 | 223 224 | 132 997 CHF | 135 229 CHF | 98,67% | 98,67% |
13/11/2024 | 1,69% | 0,60 CHF | 0,61 CHF | 230 000 | 230 000 | 221 159 | 221 159 | 129 841 CHF | 132 053 CHF | 100,00% | 100,00% |
12/11/2024 | 1,69% | 0,61 CHF | 0,62 CHF | 230 000 | 230 000 | 220 835 | 220 835 | 129 946 CHF | 132 154 CHF | 99,88% | 99,88% |
11/11/2024 | 1,80% | 0,56 CHF | 0,57 CHF | 220 000 | 220 000 | 219 093 | 219 093 | 120 675 CHF | 122 866 CHF | 100,00% | 100,00% |
08/11/2024 | 1,73% | 0,58 CHF | 0,59 CHF | 220 000 | 220 000 | 219 083 | 219 083 | 125 386 CHF | 127 577 CHF | 99,04% | 99,04% |
07/11/2024 | 1,79% | 0,56 CHF | 0,57 CHF | 220 000 | 220 000 | 219 093 | 219 093 | 121 531 CHF | 123 721 CHF | 100,00% | 100,00% |