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 | 2,15% | 0,45 CHF | 0,46 CHF | 196 000 | 196 000 | 195 633 | 195 633 | 90 131 CHF | 92 087 CHF | 100,00% | 100,00% |
19/11/2024 | 2,12% | 0,45 CHF | 0,46 CHF | 196 000 | 196 000 | 195 585 | 195 585 | 91 334 CHF | 93 290 CHF | 100,00% | 100,00% |
18/11/2024 | 1,83% | 0,55 CHF | 0,56 CHF | 192 000 | 192 000 | 192 000 | 192 000 | 104 146 CHF | 106 066 CHF | 100,00% | 100,00% |
15/11/2024 | 1,84% | 0,51 CHF | 0,52 CHF | 194 000 | 194 000 | 192 124 | 192 124 | 103 485 CHF | 105 406 CHF | 100,00% | 100,00% |
14/11/2024 | 1,80% | 0,58 CHF | 0,59 CHF | 190 000 | 190 000 | 191 384 | 191 384 | 105 881 CHF | 107 794 CHF | 100,00% | 100,00% |
13/11/2024 | 1,91% | 0,51 CHF | 0,52 CHF | 194 000 | 194 000 | 193 068 | 192 998 | 100 011 CHF | 101 904 CHF | 100,00% | 100,00% |
12/11/2024 | 1,83% | 0,53 CHF | 0,54 CHF | 192 000 | 192 000 | 192 000 | 192 000 | 103 963 CHF | 105 883 CHF | 99,87% | 99,87% |
11/11/2024 | 1,64% | 0,59 CHF | 0,60 CHF | 190 000 | 190 000 | 188 571 | 188 571 | 113 810 CHF | 115 696 CHF | 99,69% | 99,69% |
08/11/2024 | 1,65% | 0,59 CHF | 0,60 CHF | 190 000 | 190 000 | 189 376 | 189 376 | 113 699 CHF | 115 592 CHF | 98,81% | 98,81% |
07/11/2024 | 1,57% | 0,62 CHF | 0,63 CHF | 188 000 | 188 000 | 188 000 | 188 000 | 118 522 CHF | 120 402 CHF | 100,00% | 100,00% |