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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1,60% | 0,63 CHF | 0,64 CHF | 240 000 | 240 000 | 251 716 | 251 716 | 155 825 CHF | 158 344 CHF | 100,00% | 100,00% |
22/11/2024 | 1,68% | 0,60 CHF | 0,61 CHF | 260 000 | 260 000 | 258 927 | 258 927 | 152 593 CHF | 155 182 CHF | 99,91% | 99,91% |
20/11/2024 | 1,62% | 0,60 CHF | 0,61 CHF | 260 000 | 260 000 | 254 380 | 254 380 | 155 992 CHF | 158 536 CHF | 100,00% | 100,00% |
19/11/2024 | 1,66% | 0,61 CHF | 0,62 CHF | 260 000 | 260 000 | 258 179 | 258 179 | 154 216 CHF | 156 798 CHF | 100,00% | 100,00% |
18/11/2024 | 1,56% | 0,64 CHF | 0,65 CHF | 240 000 | 240 000 | 239 011 | 239 011 | 151 991 CHF | 154 381 CHF | 100,00% | 100,00% |
15/11/2024 | 1,55% | 0,64 CHF | 0,65 CHF | 240 000 | 240 000 | 239 963 | 239 963 | 153 309 CHF | 155 708 CHF | 100,00% | 100,00% |
14/11/2024 | 1,65% | 0,61 CHF | 0,62 CHF | 260 000 | 260 000 | 258 928 | 258 928 | 155 554 CHF | 158 143 CHF | 100,00% | 100,00% |
13/11/2024 | 1,63% | 0,59 CHF | 0,60 CHF | 260 000 | 260 000 | 251 871 | 251 871 | 153 615 CHF | 156 134 CHF | 100,00% | 100,00% |
12/11/2024 | 1,57% | 0,60 CHF | 0,61 CHF | 260 000 | 260 000 | 241 479 | 241 479 | 152 296 CHF | 154 710 CHF | 100,00% | 100,00% |
11/11/2024 | 1,40% | 0,69 CHF | 0,70 CHF | 240 000 | 240 000 | 239 010 | 239 010 | 169 230 CHF | 171 620 CHF | 99,92% | 99,92% |