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 | 1,92% | 0,50 CHF | 0,51 CHF | 196 000 | 196 000 | 195 634 | 195 634 | 101 122 CHF | 103 079 CHF | 100,00% | 100,00% |
19/11/2024 | 1,90% | 0,51 CHF | 0,52 CHF | 196 000 | 196 000 | 195 585 | 195 585 | 102 328 CHF | 104 283 CHF | 100,00% | 100,00% |
18/11/2024 | 1,66% | 0,60 CHF | 0,61 CHF | 192 000 | 192 000 | 192 000 | 192 000 | 114 868 CHF | 116 788 CHF | 100,00% | 100,00% |
15/11/2024 | 1,67% | 0,57 CHF | 0,58 CHF | 194 000 | 194 000 | 192 124 | 192 124 | 114 376 CHF | 116 297 CHF | 100,00% | 100,00% |
14/11/2024 | 1,63% | 0,63 CHF | 0,64 CHF | 190 000 | 190 000 | 191 384 | 191 384 | 116 606 CHF | 118 519 CHF | 100,00% | 100,00% |
13/11/2024 | 1,73% | 0,57 CHF | 0,58 CHF | 194 000 | 194 000 | 193 068 | 193 068 | 110 938 CHF | 112 868 CHF | 100,00% | 100,00% |
12/11/2024 | 1,66% | 0,58 CHF | 0,59 CHF | 192 000 | 192 000 | 192 000 | 192 000 | 114 856 CHF | 116 776 CHF | 99,86% | 99,86% |
11/11/2024 | 1,50% | 0,64 CHF | 0,65 CHF | 190 000 | 190 000 | 188 571 | 188 571 | 124 557 CHF | 126 442 CHF | 99,68% | 99,68% |
08/11/2024 | 1,51% | 0,65 CHF | 0,66 CHF | 190 000 | 190 000 | 189 359 | 189 359 | 124 247 CHF | 126 140 CHF | 100,00% | 100,00% |
07/11/2024 | 1,45% | 0,67 CHF | 0,68 CHF | 188 000 | 188 000 | 188 000 | 188 000 | 129 132 CHF | 131 012 CHF | 100,00% | 100,00% |