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 | 1,54% | 0,61 CHF | 0,62 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 96 461 CHF | 97 961 CHF | 100,00% | 100,00% |
19/11/2024 | 1,57% | 0,63 CHF | 0,64 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 95 096 CHF | 96 596 CHF | 99,82% | 99,82% |
18/11/2024 | 1,43% | 0,68 CHF | 0,69 CHF | 150 000 | 150 000 | 148 537 | 148 537 | 103 495 CHF | 104 980 CHF | 99,97% | 99,97% |
15/11/2024 | 1,33% | 0,72 CHF | 0,73 CHF | 145 000 | 145 000 | 145 279 | 145 279 | 108 941 CHF | 110 393 CHF | 99,51% | 99,51% |
14/11/2024 | 1,18% | 0,87 CHF | 0,88 CHF | 145 000 | 145 000 | 145 000 | 145 000 | 122 424 CHF | 123 874 CHF | 100,00% | 100,00% |
13/11/2024 | 1,11% | 0,88 CHF | 0,89 CHF | 145 000 | 145 000 | 142 230 | 142 230 | 127 747 CHF | 129 170 CHF | 100,00% | 100,00% |
12/11/2024 | 1,12% | 0,87 CHF | 0,88 CHF | 145 000 | 145 000 | 142 674 | 142 674 | 126 858 CHF | 128 285 CHF | 99,93% | 99,93% |
11/11/2024 | 1,05% | 0,95 CHF | 0,96 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 132 508 CHF | 133 908 CHF | 99,92% | 99,92% |
08/11/2024 | 1,10% | 0,89 CHF | 0,90 CHF | 145 000 | 145 000 | 142 000 | 142 000 | 128 705 CHF | 130 125 CHF | 98,97% | 98,97% |
07/11/2024 | 1,05% | 0,96 CHF | 0,97 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 133 083 CHF | 134 483 CHF | 99,91% | 99,91% |