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 | 0,57% | 1,71 CHF | 1,72 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 262 498 CHF | 263 998 CHF | 100,00% | 100,00% |
19/11/2024 | 0,57% | 1,74 CHF | 1,75 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 261 048 CHF | 262 548 CHF | 99,88% | 99,88% |
18/11/2024 | 0,55% | 1,79 CHF | 1,80 CHF | 150 000 | 150 000 | 148 535 | 148 535 | 267 657 CHF | 269 143 CHF | 100,00% | 100,00% |
15/11/2024 | 0,54% | 1,83 CHF | 1,84 CHF | 145 000 | 145 000 | 145 293 | 145 293 | 269 553 CHF | 271 006 CHF | 100,00% | 100,00% |
14/11/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 145 000 | 145 000 | 145 000 | 145 000 | 282 775 CHF | 284 225 CHF | 100,00% | 100,00% |
13/11/2024 | 0,50% | 1,99 CHF | 2,00 CHF | 145 000 | 145 000 | 142 230 | 142 230 | 285 012 CHF | 286 434 CHF | 100,00% | 100,00% |
12/11/2024 | 0,50% | 1,98 CHF | 1,99 CHF | 145 000 | 145 000 | 142 673 | 142 673 | 284 520 CHF | 285 946 CHF | 99,90% | 99,90% |
11/11/2024 | 0,49% | 2,05 CHF | 2,06 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 287 338 CHF | 288 738 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 1,99 CHF | 2,00 CHF | 145 000 | 145 000 | 141 998 | 141 998 | 285 550 CHF | 286 970 CHF | 98,91% | 98,91% |
07/11/2024 | 0,49% | 2,07 CHF | 2,08 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 287 616 CHF | 289 016 CHF | 100,00% | 100,00% |