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 | 1,48% | 0,68 CHF | 0,69 CHF | 230 000 | 230 000 | 221 011 | 221 011 | 148 465 CHF | 150 675 CHF | 98,82% | 98,82% |
19/11/2024 | 1,45% | 0,69 CHF | 0,70 CHF | 230 000 | 230 000 | 227 560 | 227 560 | 156 071 CHF | 158 347 CHF | 98,12% | 98,12% |
18/11/2024 | 1,49% | 0,66 CHF | 0,67 CHF | 220 000 | 220 000 | 219 085 | 219 085 | 146 191 CHF | 148 382 CHF | 99,12% | 99,12% |
15/11/2024 | 1,48% | 0,67 CHF | 0,68 CHF | 220 000 | 220 000 | 219 075 | 219 075 | 147 222 CHF | 149 413 CHF | 98,03% | 98,03% |
14/11/2024 | 1,44% | 0,68 CHF | 0,69 CHF | 220 000 | 220 000 | 223 223 | 223 223 | 153 528 CHF | 155 760 CHF | 97,22% | 97,22% |
13/11/2024 | 1,46% | 0,69 CHF | 0,70 CHF | 230 000 | 230 000 | 221 172 | 221 172 | 150 145 CHF | 152 357 CHF | 98,13% | 98,13% |
12/11/2024 | 1,46% | 0,71 CHF | 0,72 CHF | 230 000 | 230 000 | 220 824 | 220 824 | 150 225 CHF | 152 433 CHF | 99,11% | 99,11% |
11/11/2024 | 1,54% | 0,65 CHF | 0,66 CHF | 220 000 | 220 000 | 219 090 | 219 090 | 140 755 CHF | 142 946 CHF | 99,69% | 99,69% |
08/11/2024 | 1,49% | 0,67 CHF | 0,68 CHF | 220 000 | 220 000 | 219 073 | 219 073 | 145 526 CHF | 147 717 CHF | 97,97% | 97,97% |
07/11/2024 | 1,53% | 0,65 CHF | 0,66 CHF | 220 000 | 220 000 | 219 079 | 219 079 | 141 830 CHF | 144 021 CHF | 98,49% | 98,49% |