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 | 1,18% | 0,81 CHF | 0,82 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 126 506 CHF | 128 006 CHF | 100,00% | 100,00% |
19/11/2024 | 1,19% | 0,83 CHF | 0,84 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 125 132 CHF | 126 632 CHF | 99,87% | 99,87% |
18/11/2024 | 1,11% | 0,88 CHF | 0,89 CHF | 150 000 | 150 000 | 148 537 | 148 537 | 133 283 CHF | 134 768 CHF | 99,97% | 99,97% |
15/11/2024 | 1,05% | 0,92 CHF | 0,93 CHF | 145 000 | 145 000 | 145 290 | 145 290 | 138 026 CHF | 139 478 CHF | 99,77% | 99,77% |
14/11/2024 | 0,95% | 1,07 CHF | 1,08 CHF | 145 000 | 145 000 | 145 000 | 145 000 | 151 514 CHF | 152 964 CHF | 100,00% | 100,00% |
13/11/2024 | 0,91% | 1,08 CHF | 1,09 CHF | 145 000 | 145 000 | 142 230 | 142 230 | 156 280 CHF | 157 703 CHF | 100,00% | 100,00% |
12/11/2024 | 0,91% | 1,07 CHF | 1,08 CHF | 145 000 | 145 000 | 142 673 | 142 673 | 155 528 CHF | 156 955 CHF | 99,89% | 99,89% |
11/11/2024 | 0,87% | 1,15 CHF | 1,16 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 160 624 CHF | 162 024 CHF | 100,00% | 100,00% |
08/11/2024 | 0,90% | 1,09 CHF | 1,10 CHF | 145 000 | 145 000 | 141 998 | 141 998 | 157 207 CHF | 158 627 CHF | 98,93% | 98,93% |
07/11/2024 | 0,87% | 1,16 CHF | 1,17 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 161 136 CHF | 162 536 CHF | 100,00% | 100,00% |